碩士 / 銘傳大學 / 經濟學系碩士班 / 98 / The interest rate in Taiwan is at a historical low level in recent years. In the meantime the Taipei Stock market is not showing very much attraction. While the salary level in general is also stabilized for quite a long time, investing offshore funds in Taiwan has become the most popular way for people to fight the inflation and protect their purchase power. The problem is that there have more than one thousand offshore funds available in Taiwan, and choosing the best funds is never an easy task for even professionals. It is therefore the aim of this study to introduce the best way to select the right funds in order to produce an extremely well and stabilized performance of investment.
In this paper, history data of Taiwan''s offshore funds from2001 to 2009 will be collected and provided for simulation studies. The portfolio investment model will be applied to conduct all simulated investments. After using the MATLAB software to calculate the optimal portfolio, all empirical results will reveal the following fact such that the performance from the portfolio approach of fund investment is absolutely superior to just holding funds.
| Identifer | oai:union.ndltd.org:TW/098MCU05389018 |
| Date | January 2010 |
| Creators | Jeng-Jie Huang, 黃政桀 |
| Contributors | Sung-Ching Lee, Yi-Jang Yu, 李選卿, 於貽彰 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 63 |
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