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...

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Bibliographic Details
Main Authors: Ming-Ju Wu, 吳明儒
Other Authors: Chie-Bein Chen
Format: Others
Language:en_US
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/30849202572868384247