Target Volatility Strategies in Taiwan Stock Market
碩士 === 國立政治大學 === 國際經營與貿易學系 === 107 === After the financial crisis in 2007-2008, the component stocks of the portfolio become highly correlated instantly. The situation shocked the diversification effect of portfolio. Therefore, several research and investors focus on target volatility investment st...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/bcv74p |