An analysis on Portfolio Performance of Timing Strategies in Different Markets
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === We investigate four portfolio strategies: mean-variance portfolio theory of Markowitz (1952), 1/N strategy, Volatility Timing (VT) strategy and Reward-to-Risk Timing (RRT) strategy. The sample period is from January 1980 to December2012 monthly excess returns...
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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/61179368070829753684 |