Risk Measurements on Online Portfolio Selection
碩士 === 靜宜大學 === 財務工程學系 === 107 === This paper attempts to the Value at Risk (VaR) of online portfolios. The online portfolio includes Buy and Hold, Best Stock, Constant Rebalance Portfolio, Follow the Winner and Follow the Loser, the investment sample is fifty Exchange Traded Funds (ETF), using the...
| 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/fhe978 |