In Search of an Optimal Portfolio Strategy for Institutional Investors
碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 102 === In order to find an optimal strategy for long-term investor, this paper applies Mean-Variance Portfolio model introduced by Markowitz(1952), and choose Tangency portfolio on efficient frontier. The study tries to find out how long the window width (sample...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/55621298821339539202 |