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: | Shu-Wen Leu, 呂秀文 |
---|---|
Other Authors: | Chih-Hsien Lo |
Format: | Others |
Language: | zh-TW |
Published: |
2014
|
Online Access: | http://ndltd.ncl.edu.tw/handle/c8y238 |
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