The Structure Analysis of Returns of Component Shares of ETF50 and ETF100 in Taiwan
碩士 === 國立屏東科技大學 === 財務金融研究所 === 97 === This paper investigates the explanation factors on the return of component share of ETF50 and ETF100 in Taiwan. In this paper, we adapt and compare the Fama and French three factor model and the five factor model. The three-factor model is established by includ...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27289465883239811232 |