Portfolio insurance strategy - Markov switching model applied to asset allocation in Asia
碩士 === 國立中山大學 === 財務管理學系研究所 === 103 === The purpose of this paper is to use macroeconomic indicator and Markov switching model to distinguish different states of market and do dynamic asset allocation based on the transition between regimes to construct a regime-based portfolio. Subsequently, consta...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/gqvfk9 |