The Performance of Smart Beta Funds in Financial Markets with Regime Switching
碩士 === 國立臺灣師範大學 === 管理研究所 === 106 === In recent years, factor-based investing has become one of the mainstreams in portfolio management. In particular, specific stocks are selected or portfolio weights are adjusted to enlarge the exposure of a portfolio to some specific factors. The purpose of this...
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/2q2z9u |