The Application of Multi-factor Model on Enhanced electronic index fund construction
碩士 === 國立中山大學 === 財務管理學系研究所 === 99 === In Taiwan, the trading value of electronics related stocks makes up over 60% of Taiwan stock market and has grown gradually to the recent high of 70.03% in Dec. 2009. The high correlation between the TAIEX and TAIEX Electronic Index raises our interest to build...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32502733297218124139 |