Application of Enhanced Index Fund and Equity Market Neutral Hedge Fund Strategies in Taiwan
碩士 === 國立臺灣大學 === 財務金融學研究所 === 92 === In this study we explore strategies of equity market neutral hedge funds and enhanced index funds. From the past decade of Taiwan stock market, we choose three value-style variables and three growth-style variables by fundamental analysis to form undervalued and...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/74210877667341889694 |