The Effectiveness of Strategy Following the Net Long/Short of Institutional Investors in Black Litterman Model-Empirical Evidence from Listed Companies in Taiwan
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 105 === The main purpose of this study is to test the effectiveness of utilizing Black-Litterman Model on practice investment. As distinguished from previous research, we go deep into the analysis on the part of investor views. The manner to establish our investor vie...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/j7239e |