Enhanced Index Fund Performance Analysis under Multi-Factor Alpha Model
碩士 === 國立中山大學 === 財務管理學系研究所 === 98 === The objective of this study is to build a complete process of quantitative stockselection model construction that combines a Multi-Factor Model and informationanalysis. Based on the quantitative stock selection model, we construct anenhanced index fund that use...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/90225021371520196464 |