The Portfolio of Active and Passive Management: Compare the Performance with Mean-Semivariance in Taiwan Market

碩士 === 國立中興大學 === 科技管理研究所 === 105 === In the past, people would talk about diversifying the risks of investment by investing in different investment targets. For this reason, Markowitz (1952) proposed the Mean-Variance efficiency frontier to plan the best weight configuration. This kind of investmen...

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Bibliographic Details
Main Authors: Yi-Cheng Lan, 藍翊誠
Other Authors: Liang-Chuan Wu
Format: Others
Language:en_US
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/57077502289698735447