The Impact of Size and Book-to-Market Ratio on the Selections of Efficient Portfolios─ An Application of Mean-Lower Partial Moment Model
碩士 === 國立交通大學 === 經營管理研究所 === 89 === In this study, we focus on the problem of portfolio selection and efficiency under the effects of size and book-to-market ratios (BE/ME). The traditional portfolio ranking methods are based on the mean-variance (M-V) model. Although this two-moment method is conv...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/70866488748849099772 |