An Empirical Study of Fundamental Indexation Strategy :The Case of the Taiwan Stock Market
碩士 === 國立中央大學 === 財務金融研究所 === 97 === Most of indexes are based on market-capitalization weighting. Many of passive funds construct their portfolios by capitalization weighting in order to follow the market performance. Capitalization-weighted portfolio have the advantage of low turnover rate, but it...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Online Access: | http://ndltd.ncl.edu.tw/handle/04242089333873892412 |