Portfolio Strategy Using EVA

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === This article selects the stocks and creates portfolios utilizing Economic Value Added (EVA) style. Follow-up Zaima (2008) , the assets allocation based on not only equally weighted but also Markowitz Mean-Variance model and market-value weighted. The sample...

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Bibliographic Details
Main Authors: Chi Chen, 陳祺
Other Authors: Yen-Shin Cheng
Format: Others
Language:zh-TW
Published: 101
Online Access:http://ndltd.ncl.edu.tw/handle/3xs8j5