The application of factor investing to American technology industry
碩士 === 國立政治大學 === 財務管理研究所 === 104 === Recently, factor investing in market value, book/market ratio and momentum had no outperformance comparing to the market index in terms of return and sharpe ratio. The research focus on technology stocks in U.S to construct 5 factors which are market value, book...
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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/vqv24u |