Performance Analysis of Stock Portfolios
碩士 === 國立雲林科技大學 === 財務金融系 === 107 === Referring to Leverage Space Model (LSM) of Vince (2009), this study calculates the optimal investment ratio to maximize the average of geometric returns of the holding period from the single-asset leverage space model and the three-asset leverage space model. Th...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/mq5957 |