Portfolio Optimization with Scaling Effect Under Semi-Nonparametric Models

Thesis

Wang, Kun

Masters, 國立清華大學, 計量財務金融學系

2015

Abstract

半無母數估計

尺度效應

Semi-Nonparametric Estimation

Scaling Effect

因申請專利緣故，資料延後公開

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Title: Portfolio Optimization with Scaling Effect Under Semi-Nonparametric Models
Translated title: Portfolio Optimization with Scaling Effect Under Semi-Nonparametric Models
Creators: Wang, Kun
Contributors: Han, Chuan-Hsiang (Advisor)
Awarding Institution: 國立清華大學, 計量財務金融學系; Masters
Theses and Dissertations: Masters, 國立清華大學, 計量財務金融學系
Language: English
Resource Type: Thesis
Date published: 2016