The Relationship between Market Volatility and Asset Correlations-In Taiwan Stock Market
碩士 === 銘傳大學 === 財務金融學系碩士班 === 93 === Asset allocation and risk diversification are the heart of investment theory. And asset correlation structure is at the heart of risk diversification. When that structure is stable over an investment horizon, the portfolio construction problem is well understood....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5tbq4h |