Optimizing Investment Portfolio by Applying Return Factor Model
碩士 === 國立東華大學 === 國際企業學系 === 93 === In this study, an investment framework was established for China listed A-share companies’ stock of mechanical device industry and Taiwan listed companies’ stock of opto-electronic industry. This study selects two return factors which are book-to-market ratio and...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2005
|
Online Access: | http://ndltd.ncl.edu.tw/handle/30849202572868384247 |