Fund performance under contrarian strategy: dollar-cost averaging and lum-sums methods
碩士 === 國立高雄第一科技大學 === 財務管理所 === 96 === My research has two targets: (1) are dollar-cost averaging and lump-sum better strategies than single alone？(2) what strategy is the better under different holding period？I use TSE weight stock index for rolling test. The periods are from 1997/1/1 to 2007/12/31...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/3npfe6 |