Empirical Performance Analysis of Optimal Portfolio
碩士 === 國立清華大學 === 統計學研究所 === 103 === Markowitz's celebrated Mean-Variance model is the most popular method used in asset allocation for searching an optimal portfolio. Such an optimization relies on the independent and identically distributed (i.i.d.) assumption for the underlying multiple retu...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54902824177201878291 |