Dynamic asset allocation between stocks and bonds using the Bond-Equity Yield Ratio
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 93 === The relationship between stocks and bonds is close and important for asset allocation. In order to allocate capital between equities and bonds dynamically on a short-term basis, this research tries to use the information of stocks and bonds and put forward Bond...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75399119167381083357 |