Tracking Error Applied to Asset Allocation
碩士 === 銘傳大學 === 財務金融學系碩士班 === 93 === Recently the concepts of relative return and tracking error have getting attention in Taiwan. Figelman (2004) proposed an optimal risk budgeting model to allocate best weights of fund managers. This thesis investigates whether this optimal risk budgeting model ca...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/bfab67 |