Minimum Variance Portfolio Holding Period Performance: Constructing Buy-and-Hold Portfolio Using Consumer Confidence Index

碩士 === 亞洲大學 === 財務金融學系碩士班 === 99 === Among the investors in Taiwan’s stock market, over 80% are individual investors. Their main concern is to reduce the transaction costs and to pursue the maximum profit. Using samples of the Taiwan Stock Exchange Corporation (TSEC) listed companies from January 20...

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Bibliographic Details
Main Authors: Hsu, Jia-Rong, 許家榮
Other Authors: Tsai, Feng-Tse
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/43843270171924292177