The Momentum in Taiwan's Stock Mutual Funds
碩士 === 中國文化大學 === 財務金融學系 === 103 === Following Jegadeesh and Titman (1993), construct a momentum portfolio by buying the winner and selling the loser. The portfolio can be proved positive average profits, signification. The Carhart (1997) added the momentum in Fama & French (1993) multifactors m...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47118545938940603315 |