The Performance Analysis of International Portfolios
碩士 === 國立雲林科技大學 === 財務金融系 === 104 === This study investigates the performance of international portfolios for seven asset groups of 18 countries. The performance criteria are the Sharpe ratio and the certainty equivalent return (CER). For each moving window period of 36 months, 60 months, and 120 mo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63232613816676702701 |