變異數－共變異數法.
Overview
| Works: | 6 works in 6 publications in 6 languages | |
|---|---|---|
Titles
最適外幣投資組合建構與風險值衡量：台灣外匯市場的實證 = = Optimal Multi-Currency Portfolio Construction and Evaluation by VaR Approach in the Taiwan Foreign Exchange Market /
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(Language materials, printed)
應用風險值於全球股票投資組合建構與績效衡量之研究 = = Global Stock Portfolio Construction and Performance Evaluation with Value at Risk /
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(Language materials, printed)
應用風險值與修正後夏普指數下的投資組合建構與績效衡量：台灣與越南股市的實證 = = Portfolio Construction and Performance Evaluation with Value at Risk and Modified Sharpe Ratio: Evidences from Taiwan and Vietnam Stock Markets /
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(Language materials, printed)
國家指數型交易所基金風險值分析：以東協國家為例 = = Value-at- Risk Analysis for Country-specific Exchange-Traded Funds: The Case of ASEAN Equity Markets /
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(Language materials, printed)
投資組合風險值衡量：歐洲國家交易所基金的實證 = = Portfolio Value-at-Risk Evaluation: Empirical Evidence from European Country-Specific Exchange-Traded Funds /
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(Language materials, printed)
Subjects