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