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日日券商公司持有債券部位市值達20 億元,其duration 為7.5,倘若有ㄧ...
根據產業之類股輪動(Sector Rotation)策略,在接近景氣循環高峰時,...
根據技術分析,當股價出現「普通缺口(Common Gap)」後,未來之走勢為 。...
若資本資產定價模式(CAPM)成立,則關於共同基金定理(Mutual Fund ...
何者是戰術性資產配置(tactical asset allocation)的手...
假設台積電公司的β=0.7,投資人對台積電股票的必要報酬率是15%,當時市場溢...
有關權益投資組合管理(equity portfolio management...
有一投資組合績效評量技巧將基金經理人的持股報酬與事前決定的基準報酬(benc...
何種操作策略與反向策略(Contrarian Strategy)類似?...
債券的凸性(convexity)會受何因素的影響?...
目錄
2018/6/10 下午 11:47:29
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