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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2017
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Online Access: | http://ndltd.ncl.edu.tw/handle/57077502289698735447 |