Optimal Asset Allocation Of The Portfolio Over The Business Cycle In Taiwan
碩士 === 國立高雄第一科技大學 === 金融營運所 === 90 === ABSTRACT This paper utilizes a commonly financial market portfolio of nine equity, debt and equivalent cash assets. We show our results in Markowitz mean/variance efficiency by using different factors in expansion period, recession period and whole business cy...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/06679750175919951419 |