| Summary: | 碩士 === 國立屏東商業技術學院 === 國際企業所 === 101 === This thesis use the modern portfolio theory (Modern Portfolio Theory, MPT) that proposed by Markowitz for our 14 major trading foreign exchange for the country to rival the most efficient portfolio of assets. This article through the following methods to identify the most efficient combination of assets: (a) a risk-weighted assets and a risk-weighted assets, (2) two risky assets and a risk-weighted assets portfolio, (3) N kinds of risky assets. Withventing and no venting , to identify the most efficient asset portfolio model. We got Renminbi, Singapore dollars and Australian dollars in the portfolio should occupy heavier in proportion.
|
|---|
