Premium Predicting and Style Rotation in Taiwan Stock Market
碩士 === 國立政治大學 === 財務管理研究所 === 96 === The disappointing performance of style consistency strategies during 1990s told us that value and small-cap stocks may not bring us the same returns as literature showed. Recently, researchers of style timing strategies have found a great potential benefit. The a...
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| Format: | Others |
| Language: | en_US |
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2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28493932066265032051 |