The Performance Analysis of Value Investment

碩士 === 國立臺灣大學 === 財務金融學研究所 === 106 === This thesis examines whether portfolio composed of low price to book value stocks can beat the market. The answer is yes. In addition, the performance of this portfolio can be further improved by building a new portfolio with stocks having high current ratio or...

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Bibliographic Details
Main Authors: PO-JEN TSAI, 蔡博任
Other Authors: 邱顯比
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/j558m2