The Study on Asset Allocation of Stock and Bond Markets Under Business Cycle : The Empirical Evidence for American Markets
碩士 === 東海大學 === 財務金融學系 === 102 === This study focuses on adjustment of Dynamic Asset Allocation between U.S. stocks and bonds with considering the change of economic stages. We combine the “volatility timing” and “market timing” to conduct decision models. It is also an important issue that the sele...
| 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/5zdu44 |