Value Characteristics, Similarity Measures, and Portfolio Strategy
碩士 === 國立中興大學 === 財務金融系所 === 97 === The goal of this research is to formulating a portfolio strategy based on the three characteristics of value stocks. The goal of strategy is to gain higher adjusted market model return. We use the post-sample evaluation the performance of the portfolio, and find o...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27265550538844453624 |