投资组合与方差分析资料.docVIP

Portfolio optimization models and mean-variance spanning tests Wei-Peng Chen* Department of Finance, Hsih-Shin University, Taiwan c8145666@ms18.hinet.net Huimin Chung Graduate Institute of Finance, National Chiao Tung University, Taiwan Keng-Yu Ho Department of Finance, National Central University, Taiwan kengyuho@cc.ncu.edu.tw Tsui-Ling Hsu Graduate Institute of Finance, National Chiao Tung University, Taiwan tracy.shu@msa.hinet.net Prepared for Handbook of Quantitative Finance and Risk Management In this chapter we introduce the theory and the application of computer progra