International Portfolio Choice Considering Oil Price Volatility
碩士 === 國立交通大學 === 經營管理研究所 === 95 === This study uses the R2 to measure the volatility of stock market index affected by the volatility of the oil price and to be the basis of allocating portfolio weights. We examine the suitability of the concept when the oil price and stock markets are during rais...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/59208494462011097608 |