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資產模型建構與其資產配置之應用 - 政大學術集成

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Table 3 shows the returns of portfolio for (P1), (P2), (P3), (P4) and (P5) on developed countries under  MAJD, MAVG and MANIG distributions
Table 6 shows the funding values for (P1)’, (P2)’, (P3)’, (P4)’, (P5)’, using the leverage (k) equal to 1,  on developed countries under MAJD, MAVG and MANIG distributions
Table 8 shows the funding values for (P1), (P2), (P3), (P4) and (P5) on developing countries under  MAJD, MAVG and MANIG distributions
Table 10 shows the funding values for (P1)’, (P2)’, (P3)’, (P4)’ and (P5)’, using the leverage (k) equal  to 1, on developing countries under MAJD, MAVG and MANIG distributions
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