Application of most diversified portfolio in Taiwan stock market- Yuanta/P-shares Taiwan Top 50 ETF
碩士 === 國立政治大學 === 國際經營與貿易學系 === 105 === This article examines the performance, risks and diversification of different types of portfolio strategies such as risk-based indexes and cap-weighted index during 2006- 2016. We introduce the recent most diversified portfolio (MDP), which was proposed by Cho...
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/9t33tj |