The Cross Section of Expected Stock Returns and Portfolio Management

碩士 === 國立臺灣大學 === 財務金融學研究所 === 105 === Since more and more literatures are exploring cross-section analysis of expected returns in the stock market, there have been hundreds of relevant literatures since 1967 to date, based on Harvey et al. (2016). Hundreds of variables that account for unexplained...

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Bibliographic Details
Main Authors: Chia-Hui Chen, 陳佳慧
Other Authors: 石百達
Format: Others
Language:zh-TW
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/uwb96p