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College of Management Mahidol University E-Thesis and Thematic Paper
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2019-10-09
การวิเคราะห์อัตราผลตอบแทนและความเสี่ยงของการลงทุน ตามแบบจำลอง Black-litterman โดยใช้อัตราคาดหวังผลตอบแทนด้วยวิธี MPEG ratio (Modified price earning growth) =THE ANALYSIS OF RETURN AND RISK OF BLACK-LITTERMAN MODEL ON METHODS OF MODIFIED PRICE EARNINGS GROWTH (MPEG RATIO).
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อัตราผลตอบแทน
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แบบจำลอง Black-Litterman
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