A Market Trend-Based Multi-Factor Alpha Model— withApplication in Taiwan Market
碩士 === 國立中山大學 === 財務管理學系研究所 === 99 === While quantitative investment management has been extensively investigated and many models built in order to provide investment suggestions through quantitative analysis, the combination of quantitative and qualitative analysis is relatively unexplored. The obj...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48432728485404697686 |