Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier: A Case of the Taiwan Securities Markets

Alex Kung-Hsiung Chang, Jen-Der Kung. Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier: A Case of the Taiwan Securities Markets. In First International Conference on Innovative Computing, Information and Control (ICICIC 2006), 30 August - 1 September 2006, Beijing, China. pages 254-257, IEEE Computer Society, 2006. [doi]

Abstract

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