Use margin ratio of Taiwan stock market to build arbitrage strategies

碩士 === 國立政治大學 === 財務管理研究所 === 101 === Some participants in stock market have to hold their position for longer time. For example, four major fund that government manage for people, and stock fund managed by investing trust company fund manager. Author suggest that “big investors” in stock market hav...

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Bibliographic Details
Main Author: 尤聖文
Other Authors: 周行一
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/22913709562760359681