An Empirical Study of Using EBO/VFP Method In Hedge Fund Stock Picking---A Case Study of Taiwan Stock Market

碩士 === 國立交通大學 === 資訊管理所 === 87 === In this research, the accounting factors of the companies in Taiwan stock market are included in the EBO model to derive three VF/P value, VPA/P, VPB/P, and VPC/P. Different portfolios are formed by the VF/P value sequence. The hedge funds can be formed by longing...

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Bibliographic Details
Main Authors: Min Liu, 劉岷
Other Authors: An-Pin Chen
Format: Others
Language:zh-TW
Published: 1999
Online Access:http://ndltd.ncl.edu.tw/handle/75415472740244097290