An Analysis of Global Futures Portfolios Trading Strategies
碩士 === 淡江大學 === 財務金融學系碩士班 === 103 === This thesis examines trading strategies about global futures portfolio based on moving average rule (shorting is allowed) and portfolio theory separately, from the perspective of technical analysis and asset allocation, and compares the performance with simple b...
| 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/43888620847352363170 |