Dynamic Asset Allocation Strategies and Their Performance
碩士 === 逢甲大學 === 金融碩士在職專班 === 101 === This paper compares the investment performance of five dynamic asset allocation strategies with the static buy-and-hold (BH) strategy by historical simulations. All strategies are assumed to have a 50-50 risky/risk-free initial mix. One of the dynamic strategies...
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| Format: | Others |
| Language: | zh-TW |
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2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13717760313462366186 |