Mutual Fund Portfolio Design Based on Ant Colony Optimization

碩士 === 國立中興大學 === 科技管理研究所 === 100 === Mutual fund becomes popular of investment tools for investors. However, previous studies showed that a lot of scholars constructed actively managed mutual fund model to outperform the benchmark. In this research, we redefined return and risk, combined Ant Colony...

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Bibliographic Details
Main Authors: Yuan-Da Hsu, 許元達
Other Authors: Liang-Chuan Wu
Format: Others
Language:en_US
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/64496151586981862528