The Performance Analysis of Different Portfolio Strategies
碩士 === 國立雲林科技大學 === 財務金融系 === 104 === This study evaluated performance of different portfolios, some of which conditions of weight limit are added. In particular, conditions of no weight limit, no short-sale but with upper weight limit of 0.1, and no short-sale but with upper weight limit of 0.2. In...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32155949807490061506 |