The Study Of Portfolio Investment Strategies
碩士 === 開南大學 === 財務金融學系 === 99 === This study investigates the portfolio trading strategy for Taiwan stock market. Five trading strategies are tested, including the buy and hold strategy (BH), constant mix strategy (CM), constant proportion portfolio insurance (CPPI), time-invariant portfolio protect...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
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Online Access: | http://ndltd.ncl.edu.tw/handle/76425433881887603570 |