The Risk-Return Relation between Value and GrowthPortfolios: Additional Evidence from Japan
碩士 === 國立中央大學 === 財務金融研究所 === 95 === Our study measures the risk-return relation between value and growth portfolios in Japanese market. We use both ex-post and ex-ante methods to determine economic states and find that the empirical results from these two methods are similar. The results show that...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/16176198228230455325 |