Investment Performance of Markowitz’s Portfolio Selection Model over the Accuracy of the Input Parameters in the Korean Stock Market
作者： Hongseon Kim , Jongbin Jung , Seongmoon Kim
DOI: 10.7737/JKORMS.2013.38.4.035
关键词: Financial economics 、 Portfolio 、 Investment analysis 、 Selection (genetic algorithm) 、 Market neutral 、 Economics 、 Portfolio optimization 、 Stock market 、 Post-modern portfolio theory 、 Investment performance
摘要:
koreascience.or.kr参考文章(20)
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