Applying Extreme Value Theory in Behavioral Portfolio Optimization
碩士 === 中原大學 === 工業與系統工程研究所 === 102 === Abstract Recently, because of the diversification of the portfolio and financial products risk control is an important issue. Several studies shows that we are likely to underestimate the downside risk of return, so we need to use precise way to estimate stock...
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| Format: | Others |
| Language: | zh-TW |
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2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75746938718798245419 |