The Value Strategy and Momentum Strategy of Portfolio Insurance of Performance- Taiwan Top 50 Tracker Fund on the Component Stocks
碩士 === 國立高雄第一科技大學 === 財務管理研究所 === 100 === Abstract This study explores investing style in the frame of momentum strategy proposed by Fama and French(1992) and Jegadeesh and Tittman(1993). The relations between portfolio performance and five indexes including market-book ratio, momentum strategy, c...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/17728778015277200120 |