The Diversification Effects of Real Estate Investment Trusts

碩士 === 國立暨南國際大學 === 財務金融學系 === 104 === Traditionally, most of literatures have discussed about the portfolio optimization, which focus on stocks or bond assets. Differ from these literatures, we use pure real estate securities to examine the best portfolio criterion. We use Min CLPM, Min variance an...

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Bibliographic Details
Main Authors: YU,TING-SHIUAN, 游庭瑄
Other Authors: CHU,HSIANG-HUI
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/87177597391612524496