English  |  正體中文  |  简体中文  |  Items with full text/Total items : 62797/95867 (66%)
Visitors : 3741128      Online Users : 543
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
  • Adv. Search
    HomeLoginUploadHelpAboutAdminister Goto mobile version
    Please use this identifier to cite or link to this item: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/98624


    Title: 隨機化準蒙地卡羅模擬法在資產風險值估計上之探討與應用
    Authors: 林志娟;張慶暉;王璿潔
    Contributors: 淡江大學統計學系
    Date: 2010
    Issue Date: 2014-09-01 16:13:20 (UTC+8)
    Abstract: 實證結果顯示在台灣證券市場上選擇持股家數為10至20家公司證券,使用資本資產定價模型或Fama & French (1993)三因子模型做為預期報酬率估計模型,並配合因子變異數-共變異數矩陣做為導入資產配置最適化的求解規劃過程的基礎,可以得到較好的結果。
    Appears in Collections:[統計學系暨研究所] 會議論文

    Files in This Item:

    There are no files associated with this item.

    All items in 機構典藏 are protected by copyright, with all rights reserved.


    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - Feedback