Smart-Beta Portfolio with Hedging in Taiwan Stock Market
碩士 === 國立中興大學 === 財務金融學系所 === 107 === In recent years, smart-beta investment has been popular in Taiwan or foreign stock and fund markets. But smart-beta investment still has problems that the volatility and downside-risk of portfolio is too high. Therefore, this study will use seven factor and Taiw...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
|
| Online Access: | http://ndltd.ncl.edu.tw/cgi-bin/gs32/gsweb.cgi/login?o=dnclcdr&s=id=%22107NCHU5304006%22.&searchmode=basic |