| dc.contributor | 國貿系 | - |
| dc.creator (作者) | 鍾令德 | - |
| dc.creator (作者) | Chung, Ling Tak Douglas | - |
| dc.date (日期) | 2024-08 | - |
| dc.date.accessioned | 30-Apr-2025 15:03:14 (UTC+8) | - |
| dc.date.available | 30-Apr-2025 15:03:14 (UTC+8) | - |
| dc.date.issued (上傳時間) | 30-Apr-2025 15:03:14 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/156770 | - |
| dc.description.abstract (摘要) | This article proposes an interactive framework for teaching the modern portfolio theory with Python. The course material is suitable for advanced bachelor and entry master-level courses in investments, offering a step-by-step tutorial of the data-driven quantitative investment process. Students will learn to apply portfolio choice models to market data and develop essential programming skills through data collection, input estimation, constraint imposition, portfolio optimization, back-testing, implementation, and performance evaluation. By emphasizing the importance of realism, this teaching framework highlights the potential pitfalls and fallacies when applying financial theories blindly. | - |
| dc.format.extent | 123 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Journal of Financial Education, Vol.50, No.2, pp.101-109 | - |
| dc.subject (關鍵詞) | portfolio theory; quantitative finance; Python; financial education | - |
| dc.title (題名) | Modernize the Teaching of Modern Portfolio Theory with Python | - |
| dc.type (資料類型) | article | - |
