Phân tích tư tưởng của nhân dân qua đoạn thơ: Những người vợ nhớ chồng… Những cuộc đời đã hóa sông núi ta trong Đất nước của Nguyễn Khoa Điềm
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Here, we analyze the ex post, out-of-sample performance of various portfolios strategies
through a sequence of investments with monthly rebalancing. Optimal portfolios are
derived first using the initial 60 monthly observations, then using the first 61 monthly
observations, and so on, ... ; and are finally rebalanced using the first T 1 monthly
observations, with T ¼ 336 denoting the sample size. Hence, the first investment is made at
the end of December 1979, the second at the end of January 1980, and so on, ... ; with the
last at the end of November 2002. We obtain the month-t realized excess return on each
investment...
Nội dung trích xuất từ tài liệu:
Investment Funds in Turkey
