A Study on Investment Portfolio Efficiency of Managed Futures
碩士 === 臺灣大學 === 財務金融學研究所 === 98 === Starting from an investment portfolio point of view, we put managed futures into the investment portfolio comprised of stocks and bonds for studying. We apply the concept of mean-variance efficiency developed by Markowitz﹙1952﹚to research whether the investment...
| 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/96575003480796437164 |