A study of efficient frontier on portfolio performance: A case of ETF
碩士 === 東海大學 === 財務金融學系 === 98 === Markowitz's portfolio theory : the mean - variance model has been widely used in financial portfolio managements for years. In this paper, we construct the efficient frontier by taking ETFs as an example to explore performances based on different risk averse i...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/88683420495154326144 |