風險值.

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 / by: (書目-語言資料,印刷品)

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 / by: (書目-語言資料,印刷品)

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 / by: (書目-語言資料,印刷品)

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 / by: (書目-語言資料,印刷品)

國家指數型交易所基金風險值分析:亞太的實證 = = Value-at-Risk Analysis for Country-specific Exchange-Traded Funds :: Empirical Evidence from Asia-Pacific Equity Markets / by: (書目-語言資料,印刷品)

以分位數Garch & E-Garch迴歸模式來驗證中國CFX上海金融期貨交易所滬深指數與美國NYSE 紐約證劵交易所道瓊指數與台灣TAIFEX期貨指數之間的報酬率與風險之間的關係對投資者的影響 = = Using the Quantile Garch & E-Garch Autoregression model to verify China CFX Shanghai Financial Futures Exchange Shanghai Shenzhen Index versus US NYSE New York Stock Exchange Dow Jones Index Versus Taiwan TAIFEX Futures Index inter of the relationship between return and risk for investors / by: (書目-語言資料,印刷品)

Monte Carlo Simulation.

報酬率.

亞太市場.

multi-currency portfolio.

Variance-Covariance Approach.

變異數－共變異數法.

動能投資組合.

return rate.

回溯測試.

Contrarian Strategy.

Sharpe Ratio.

ASEAN Markets.

匯率風險.

exchange risk.

EGarch模型.

東協市場.

單根檢定.

Asia-Pacific Markets.

ARCH model.

歷史模擬法.

Value at Risk.

Historical Simulation.

反向投資組合.

Sharpe ratio.

Exchange-Traded Funds.

Value-at-Risk.

Garch模型.

Unit root test.

風險值.

夏普指數.

Variance-Covariance approach.

Backtesting.

交易所基金.

value at risk.

外幣投資組合.

Momentum strategy.

ARCH模型.

蒙地卡羅模擬法.

EGarch model.

Garch model.

Quantile Regression.