A Simulation Analysis on Investment Performance of Dynamic Investment Strategy with Multiple Asset Allocation
碩士 === 國立臺灣大學 === 商學組 === 107 === Based on Modern Portfolio Theory, this study first selects a representative index to represent the asset targets of different types of attributes, and calculates each according to the “Mean-Variance (MV)” portfolio model. The optimal allocation ratio of the asset t...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/ugbb7w |