The Performance Analysis of Dynamic Allocation by Using M Indicator
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 101 === This study investigates the ability of forecasting whether stock market is bullish or bearish by using two different moving averages with the risk parameter of Constant Proportion Portfolio Insurance (CPPI). The indicator which is named “M” will enhance the...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/87209009854199096153 |