The application of Multi-Factor alpha model in Taiwan market
碩士 === 國立政治大學 === 國際經營與貿易研究所 === 99 === The objective of this study is to build an investment process of active quantitative stock selection model. In this study, we use the Alpha Multi-factor model to find a multitude of factors which are significantly relative to the stock return. The tests w...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/89464405656394725948 |