Optimal Asset Allocation over the Business Cycle
碩士 === 國立臺北商業大學 === 財務金融研究所 === 103 === This study shows how to allocate portfolio. We use the model which is reported by Markowitz (1952) and business turning point. The sample is divided to two phases, business expansion phase, and recession phase. We use them to improve Markowitz efficiency. Base...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2015
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Online Access: | http://ndltd.ncl.edu.tw/handle/88365999448163055841 |