Performance Comparison between Value Averaging and Dollar Cost Averaging: Empirical Analysis and Monte Carlo Simulation

碩士 === 國立暨南國際大學 === 財務金融學系 === 107 === This study mainly evaluates the Taiwan 50 performance between the DCA strategy and the VA strategy with the technical analysis indicators. First, we examine the past investment performance with the historical data of Taiwan 50. Secondly, the Monte Carlo metho...

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Bibliographic Details
Main Authors: WEI, YI-RU, 魏伊汝
Other Authors: CHU, HSIANG-HUI
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/3yu2u2