The Study of Dynamic Correlation Coefficients and Value at Risk between Taiwan and Asia-Pacific Stock Markets
碩士 === 國立臺北大學 === 企業管理學系 === 91 === Since Grubel (1968) extended the concept which indicated the risk can be lowered by investing less correlative various assets in the portfolio selection theory, from what used to apply in the single country market to international capital market, many people belie...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75696269681413416315 |