Low Volatily Investment Strategy in Taiwan Stock Market
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 102 === This research intends to explore the low volatility anomaly in Taiwan Stock Exchange. All stocks are sorted into 5 portfolios according to their volatility, and then we compare the long term returns between low and high volatility portfolios. The volatility...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/c8y238 |