Efficiency Tests of Asset Allocation Involving Hedge Fund
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 96 === This article examine whether efficiency can be improved after incorporated investment portfolio into hedge funds. Although the standard deviation and return of hedge fund possess advantage in risk diversification and improvement in traditional frontier. Howev...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64101568094364522246 |