he Asset Allocation According to Smart Beta and Principal Components Analysis in Taiwan Stock Market
碩士 === 國立政治大學 === 風險管理與保險研究所 === 104 === In this study, using nearly 15 years quarterly financial statement of stock market in Taiwan as samples. Not only use the financial statement to construct the smart beta factor, also use the principle components analysis to calculate the scores of all the sto...
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| Format: | Others |
| Language: | zh-TW |
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2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19916060940398816582 |
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