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...

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Bibliographic Details
Main Authors: Kao, Chiamin, 高嘉敏
Other Authors: 吳柏成
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/76425433881887603570

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