An Empirical Investigation of Pairs Trading Strategy InTaiwan’s Equity Market

碩士 === 國立高雄第一科技大學 === 財務管理所 === 93 === The USA equity market had turn to bearish after the Internet bubble was broken at April, 2004. Traditional mutual fund got a poor performance due to their relative return strategy. At this moment, some special aspect that focus on absolute return strategy that...

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Bibliographic Details
Main Authors: Chun-Han Tseng, 曾俊涵
Other Authors: Chou-Wen Wang
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/42987884767018158945