Chaohsin Lin

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This paper employs genetic algorithm (GA ) to construct the efficient frontier for the fund of funds (FoF) based on The Administration Acts of Security Investment and Trust Fund in Taiwan. The model proposed in this paper can be used to examine the effects of efficient frontier on different FoF and to verify the profit prediction power of alternative FoF(More)
It is well known that the differences-in-differences (DD) estimator is based on the assumption that in the absence of treatment, the average outcomes for the treated group and the control group will follow a common trend over time. That can be problematic, especially when the selection for the treatment is influenced by the individual's unobserved behavior(More)
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