The Comparison of Using W-Index and M-Index on CPPI Strategy Performance
碩士 === 輔仁大學 === 金融研究所 === 98 === The research is focused on Taiwan’s stock market and developed a new technical indicator-W indicator. The W indicator should be a better indicator than M indicator because it puts more weights on short term data, and it can be used to enhance the traditional CPPI per...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23487935637790913505 |