Application of minimum correlation portfolio in Taiwan stock market-Yuanta/ P-shares Taiwan Top 50 ETF
碩士 === 國立政治大學 === 國際經營與貿易學系 === 105 === This article discusses the recently most popular “Quasi-passive index strategy”, especially from risk diversification aspect. We select three major portfolio strategies, including Equal Weighted Portfolio (EW), Naïve Risk Parity Portfolio (RP), and Minimum Cor...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/bdzt8x |