المؤلفون: Vijaya Krishna Kanaparthi

المصدر: FinTech, Vol 3, Iss 1, Pp 151-172 (2024)

مصطلحات موضوعية: expected events, equally weighted allocation, Markowitz asset allocation, out-of-sample events, Engineering economy, TA177.4-185

وصف الملف: electronic resource

Relation: https://www.mdpi.com/2674-1032/3/1/10; https://doaj.org/toc/2674-1032

URL الوصول: https://doaj.org/article/7d1952fcd5c44d1dbd349366362991f8

المؤلفون: 魏僑志, Ciao-Jhih Wei

المساهمون: 指導教授: 張文武, 財經研究所

مصطلحات موضوعية: 馬可夫狀態變遷模型, 馬可維茲資產配置模型, 風險趨避程度, Markov Regime-Switch Model、Markowitz Asset Allocation Model、Risk Aversion

Time: 22

Relation: http://ir.lib.au.edu.tw/dspace/handle/987654321/230

الاتاحة: http://ir.lib.au.edu.tw/dspace/handle/987654321/230