Selection of Futures Strategies in Mean-Variance Portfolio Model
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 107 === This paper studies the 350 Asian equity index futures trading strategies for six years from January 2013 to December 2018 as portfolio underlying asset, in different number of trading strategies using the "Mean-Variance Portfolio Model" proposed b...
| 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/t2t4a9 |