A Comparison of Optimal Portfolio by Using Different Risk Measurements
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 101 === The paper applies Mean-Variance Model and Mean-Conditional Value at Risk (MCVaR) Model to allocate four portfolios, namely, minimum variance portfolio, tangency portfolio, equally-weighted portfolio and efficient portfolio, base on which it conducts differe...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/09976131674058933864 |