Multi-Factor Model and Enhanced Index Fund Performance Analysis in China
碩士 === 國立中山大學 === 財務管理學系研究所 === 98 === In recent years, the economic exchanges between China and Taiwan have become more frequent, hence the Chinese financial market is the main target that we should research and participate in actively. This study refers to Barra Multi-Factor Modeling process to co...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51474366094256254833 |