The Analysis of Impact Factor of Optimal Portfolio Weighting：Evidence from ETF Market
碩士 === 東吳大學 === 財務工程與精算數學系 === 104 === This thesis focuses on the relationships of investment proportions of standard ETFs and inverse ETFs among different assets, which are equities, bonds and REITs traded in U.S. securities exchange. The empirical model uses the multivariate BEKK-GARCH model propo...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33b739 |