The Implication of Asymmetric Condtional Covariance Matrix on Asset Allocation and Risk Management
博士 === 國立中山大學 === 財務管理學系研究所 === 97 === The work presented in this dissertation can be grouped around two major themes. The first theme relates to the asset allocation and the second theme relates to risk management. In Chapter Three, we investigate the dynamics of foreign exchange and stock returns...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73pbm5 |