Compare performance of timing strategy and 1/N strategy-empirical of Taiwan stock market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 99 === While using the traditional mean-variance strategy to access asset allocation, the sensitive of expects return higher than variance. Therefore, using unreasonable condition expect return to estimate new expect return will lead to expand the estimate error. Next,...
| 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/81130580885766105046 |