Analysis of Three and Four Factors Capital Asset Pricing Models and Their Applications to Taiwan Stock Funds
碩士 === 國立成功大學 === 財務金融研究所 === 98 === This study employs Fama-French three-factor model and Carhart four-factor model to evaluate the portfolio performance of Taiwan stock mutual funds. We construct five portfolios accounting to the scale in top 20%, next 20%, etc. of fund size, and adjust the portfo...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96420957116125700417 |