New paradigm for structuring portfolios to improve the risk and return projection

• المؤلف الرئيسي: Zhang, Lizhong
• مؤلفون آخرون: Chin, Teck Chai
• التنسيق: Theses and Dissertations
• منشور في: 2008
• الموضوعات: DRNTU::Engineering::Electrical and electronic engineering::Computer hardware, software and systems
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/3987

Mean-Variance (MV) efficiency is a classic method, it was a tool for selecting portfolio and was popular with most financial planners and investors. However, MV efficiency has serious limitations that are instability and ambiguity and these limitations are not reflected in the conceptual flows, but...