The hybrid tail risk has the ability to predict returns in the Taiwan stock market or not

碩士 === 國立中央大學 === 財務金融學系 === 107 === Though diversified investments are important to eliminate specific risks, a careful study of individual investors or portfolios of retail investors can be found that these investors often do not achieve diversified investments. Bali, Nurset & Robert (2014) pa...

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Bibliographic Details
Main Authors: Wei-Jen Shen, 申維仁
Other Authors: Henry H. Huang
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/9ey66b