Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier: A Case of the MSCI World Index

Alex Kung-Hsiung Chang, Chen Chueh-Chi. Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier: A Case of the MSCI World Index. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]

Authors

Alex Kung-Hsiung Chang

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Chen Chueh-Chi

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