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以ETF為基礎之最適全球投資組合
The ultimate goal of this thesis is to construct an optimal global portfolio with ETFs. We choose the iShares MSCI country index ETFs as our assets. We start with the calculation of correlation between these countries. We find out that there is potential
- Section 1. Introduction
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Section 2. Literatures Review
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Naïve diversification
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Home bias
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International diversification
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ETFs
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Section 3. Data and methodology
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Data
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Methodology
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- Section 4. Empirical result
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Section 5. Conclusion
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Implication for investors
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Contribution to literatures
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The suggestion for future researches
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- References
- Appendix A.
- Appendix B.
- 出版地 ： 臺灣
- 語言 ： 英文
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