Clarify the Relationship between Investment Strategies Performances and the Related Transition Matrices

碩士 === 國立高雄大學 === 統計學研究所 === 103 === A dynamic investment strategy is more adapted to different economic situations than a static strategy. If we adopt different dynamic investment strategies in boom, stable or recession economy, we might be able to make a profit. In this thesis, three investment st...

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Bibliographic Details
Main Authors: Kuan-yang Chang, 張觀洋
Other Authors: Yu, Shu-Hui
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/ttr2tt