共同跳躍、再平衡策略與估計期間對於波動擇時策略績效的影響

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Please use this identifier to cite or link to this item: https://irlib.pccu.edu.tw/handle/987654321/51546

Title:	共同跳躍、再平衡策略與估計期間對於波動擇時策略績效的影響 The Effect of Cojump, Rebalancing Strategy, and Estimation Horizon on the Performance of Volatility Timing Strategy
Authors:	洪瑞成
Contributors:	財務金融學系
Keywords:	共同跳躍再平衡策略波動擇時策略比特幣經濟效益 Cojump Rebalancing strategy Volatility timing strategy Bitcoin Economic benefits
Date:	2022
Issue Date:	2023-03-14 09:54:03 (UTC+8)
Abstract:	本研究的結果有助於投資人了解比特幣這個新興資產對於投資組合的風險分散效益，也可提供投資人擬定相關的資產配置策略，並且可以提供主管機關、期貨交易所與資產管理公司對於後續監理與發行相關商品的參考。
Appears in Collections:	[Department of Banking & Finance ] project

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