The Growth Stocks and Value Stocks Portfolio Performance on Technical Analysis of VIX Index

碩士 === 國立高雄第一科技大學 === 金融系碩士班金融組 === 101 === According to Copeland’s empirical result, VIX indexes have characteristic about leading growth stock and value stock. On this study, we will construct three types invest portfolios(growth stock, value stock and long growth stock and short sell value stock)...

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Bibliographic Details
Main Authors: Chiao-Hsin Kuo, 郭巧心
Other Authors: Jun-Biao Lin
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/54383810627515983223