A Comparison of Portfolio Rebalancing Models by Using Different Risk Measurements
碩士 === 國立暨南國際大學 === 資訊管理學系 === 100 === With different risk measurement, the portfolio selection models including the Mean Variance model, the Mean Absolute Deviation model, the Downside Risk model, and Conditional Value at Risk model have been studied. Using the rolling window technique, multi-perio...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/57938545254379865287 |