Asset Allocation Performance Based on Three Factor Model
碩士 === 逢甲大學 === 財務金融學系 === 107 === This paper investigates the Fama and French Three Factor Model for Taiwan equities and makes asset allocation choices by Three Factor Model. First of all, the size factor in Taiwan has large average returns and explains significant amount of test portfolio returns,...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/udzrvv |