A Sector-Specific Multi-Factor Alpha Model- With Application in Taiwan Stock Market
碩士 === 國立中山大學 === 財務管理學系研究所 === 99 === This study constructs a quantitative stock selection model across multiple sectors with the application of the Bayesian method. It employees factors from the Taiwan stock market which could explain stock returns. Under this structure, each sector that has diffe...
| 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/30525267762353936356 |