A Study of Emerging Market’s Optimal Asset Allocation with VaR
碩士 === 國立暨南國際大學 === 財務金融學系 === 101 === The purpose of this paper is given the limit downside risk, find the optimal asset allocation thought adjusting the loan amount to subject to investor’s VaR limit set. We uses the portfolio selection model developed by Campbell, Huisman and Koedijk (2001), whi...
| 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/03224926502208208572 |