Rebalance of Portfolios and their Performances – A Case Study of the Taiwan 50 Index Constituents
碩士 === 國立虎尾科技大學 === 經營管理研究所 === 100 === In this study, we use the data of the Taiwan 50 Constituents to discuss the relationship between the rebalance of portfolios and their performances. We use the equally weighted portfolios as well as the portfolios. Through the fixed window estimation, which re...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2k27fh |