Active Risk and Core-Satellite Asset Allocation
碩士 === 國立中央大學 === 財務金融研究所 === 96 === The purpose of this article is to test whether the performance of the core-satellite portfolio is better than the traditional active portfolio. We choose the equity fund of Taiwan as our sample and use rolling over method to construct the investment period. We co...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99481387296275501341 |