The Application of KD Indicator Passivation Strategy to Taiwan ETF Investmen
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 99 === This study applies the KD values of technical indicators passivation operation strategy to the Taiwan stock market index stock fund ETF (Exchange Traded Funds)and compares it’s investment performance with the traditional KD value operation strategy. The sampl...
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2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73612940026067077948 |
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ndltd-TW-099STU052180422015-10-13T20:18:52Z http://ndltd.ncl.edu.tw/handle/73612940026067077948 The Application of KD Indicator Passivation Strategy to Taiwan ETF Investmen KD指標鈍化操作策略於台股ETF投資之應用 Yi-Chin Wang 王奕欽 碩士 樹德科技大學 金融與風險管理系碩士班 99 This study applies the KD values of technical indicators passivation operation strategy to the Taiwan stock market index stock fund ETF (Exchange Traded Funds)and compares it’s investment performance with the traditional KD value operation strategy. The sample period is from the beginning of 2005 to the end of 2010.The empirical results show that KD values of technical indicators passivation operation strategy proposed in this study is superior to the traditional KD value operation strategy specifically ,the minimum difference in rate of return can be 2.97% and the maximum can be 45.01%. Shin-Jen Liao 廖世仁 2011 學位論文 ; thesis 53 zh-TW |
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NDLTD |
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zh-TW |
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Others
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NDLTD |
| description |
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 99 === This study applies the KD values of technical indicators passivation operation strategy to the Taiwan stock market index stock fund ETF (Exchange Traded Funds)and compares it’s investment performance with the traditional KD value operation strategy. The sample period is from the beginning of 2005 to the end of 2010.The empirical results show that KD values of technical indicators passivation operation strategy proposed in this study is superior to the traditional KD value operation strategy specifically ,the minimum difference in rate of return can be 2.97% and the maximum can be 45.01%.
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| author2 |
Shin-Jen Liao |
| author_facet |
Shin-Jen Liao Yi-Chin Wang 王奕欽 |
| author |
Yi-Chin Wang 王奕欽 |
| spellingShingle |
Yi-Chin Wang 王奕欽 The Application of KD Indicator Passivation Strategy to Taiwan ETF Investmen |
| author_sort |
Yi-Chin Wang |
| title |
The Application of KD Indicator Passivation Strategy to Taiwan ETF Investmen |
| title_short |
The Application of KD Indicator Passivation Strategy to Taiwan ETF Investmen |
| title_full |
The Application of KD Indicator Passivation Strategy to Taiwan ETF Investmen |
| title_fullStr |
The Application of KD Indicator Passivation Strategy to Taiwan ETF Investmen |
| title_full_unstemmed |
The Application of KD Indicator Passivation Strategy to Taiwan ETF Investmen |
| title_sort |
application of kd indicator passivation strategy to taiwan etf investmen |
| publishDate |
2011 |
| url |
http://ndltd.ncl.edu.tw/handle/73612940026067077948 |
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