Market portfolios and mean/variance efficiency : evidence from Hong Kong, South Korea and Taiwan markets.
This paper extends Levy and Roll (2010)‟s study on the mean/variance efficiency of the market proxy to three market proxies in Asia – Hong Kong, Taiwan and South Korea, using data from 2001 to 2010. Utilizing sample parameters of the largest 100 stocks in each market, we performed an optimization to...
| Main Authors: | , , |
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| Other Authors: | |
| Format: | Final Year Project (FYP) |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10356/43695 |