Investing Performance Analysis of Neutral Trading Strategy in Taiwan's Stock Market

碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 99 === "Stock market neutral trading strategy" is to capture arbitrage opportunities brought by brief price deviations between two stocks in constant equilibrium, in the meantime to establish long and short positions equivalent to market value to neutrali...

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Bibliographic Details
Main Authors: Lee,Shu-Ya, 李淑雅
Other Authors: Lee,Tsung-Pei
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/60463571827330241429