Optimal Asset Allocation over the Business Cycle and Monetary Cycle for Offshore Funds

碩士 === 國立高雄第一科技大學 === 金融研究所 === 100 === This paper uses the business cycle which is released by the U.S. National Bureau of Economic Research, rediscount rate which is one of the monetary policy tools of the U.S. Federal Reserve , and U.S. federal funds rate as the basis to adjust the investment por...

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Bibliographic Details
Main Authors: Su-hua Hsu, 許素華
Other Authors: Andy Chien
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/76269281300596138542