Portfolio Optimization of Hedge Funds
碩士 === 國立成功大學 === 財務金融研究所 === 98 === In this paper, we study the portfolio optimization of hedge funds. We employ the stepwise SPA test to screen outperforming funds, which are then formed into a portfolio under three different methods. The seven-factor model is adopted to benchmark the portfolio’s...
| 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/65092010585485951357 |