Research on ETF and Inverse ETF Investment Strategy

碩士 === 國立中正大學 === 財務金融系研究所 === 107 === This study aims to investigate the performance of ETFs (Exchange Traded Funds) and inverse ETF portfolios. The study period is from 2008/10/06 to 2018/10/05, and we used the KD index to decide holding period. SPY and Proshare short S&P500 represent ETF and...

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Bibliographic Details
Main Authors: CHANG WEI-CHE, 張瑋哲
Other Authors: Lee-Young Cheng
Format: Others
Language:en_US
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/ngkuct