The Effectiveness of Momentum Strategy in Black-Litterman Model：Empirical Evidence of Taiwan 50 ETF
碩士 === 亞洲大學 === 財務金融學系碩士班 === 100 === The thesis tries to explore the performance of an investment strategy that integrates momentum strategies with Black-Litterman model to create portfolios from the universe of Taiwan 50 ETF index. The momentum effects are accounted for by constructing the investo...
| 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/56281216867606075891 |