Using Quantile Regression to Estimate Downside Risk forPortfolio Analysis
博士 === 國立高雄第一科技大學 === 管理研究所 === 99 === There is a saying, “Don’t put all your eggs in one basket.” This is an important thing to build a diversified portfolio with lower risk. This study applies equally weighted moving average (SMA), exponential weighted moving average (EWMA), Bias-Corrected EWMA an...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01261485575980514104 |