Application of equal risk contribution 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 === Traditional capitalization-weighted approaches are the most common ways to construct indexes. However, during market up turns, the capitalization-weighted indexes may be influenced by a small number of large-cap stocks. Smart beta indexes have recently promp...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/pg6ntt |