International Value-Growth Strategies:A Stochastic Dominance Perspective
碩士 === 國立中央大學 === 財務金融研究所 === 94 === This study follows Barrett and Donald’s (2003) stochastic dominant methods to test value premium on international stocks. We test global, non-US, and US markets respectively. We form value (top 30% of the ratio) and growth (bottom 30% of the ratio) portfolios bas...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/23136279509570170203 |