An Empirical Study on the Effective Portfolios ofMSCI Taiwan Index and TSEC Taiwan 50 Index
碩士 === 中興大學 === 會計學研究所 === 94 === This study investigates the validity of various factors (one factor, two factors, and three factors) in explaining the portfolio performance, based on the MSCI Taiwan Index and TSEC Taiwan 50 Index. The major empirical result shows that, under the sampling of MSCI T...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83160404236995251603 |