An Analysis of Risk Neutral Strategies in Taiwanese Stock Markets
碩士 === 國立中山大學 === 財務管理學系研究所 === 95 === Risk neutral strategies emphasize stock selection rather than market timing in order to achieve the objective of a positive abnormal return. Using CAPM and Fama-French three-factor models as benchmark, this study applies the risk neutral strategies to Taiwanese...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/aj299p |