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]
@inproceedings{ChangK06:11,
title = {Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier: A Case of the Taiwan Securities Markets},
author = {Alex Kung-Hsiung Chang and Jen-Der Kung},
year = {2006},
doi = {10.1109/ICICIC.2006.240},
url = {http://doi.ieeecomputersociety.org/10.1109/ICICIC.2006.240},
tags = {security},
researchr = {https://researchr.org/publication/ChangK06%3A11},
cites = {0},
citedby = {0},
pages = {254-257},
booktitle = {First International Conference on Innovative Computing, Information and Control (ICICIC 2006), 30 August - 1 September 2006, Beijing, China},
publisher = {IEEE Computer Society},
isbn = {0-7695-2616-0},
}