The empirical study of robust portfolio
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 101 === By means of Mean-Variance Portfolio model proposed by Markowitz (1952), the study classifies four portfolios, namely, Equality Weights Portfolio, Minimum Variance Portfolio, Efficient Portfolio and Tangency portfolio. In this way, based on the long and shor...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26218067902426418871 |