Property Disposition to Residual Momentum Investment Strategy Influence Analysis
碩士 === 亞洲大學 === 國際企業學系碩士在職專班 === 103 === In this paper, Fama and French three-factor model and Blitz et al. Residuals return on equity (residual returns) (2011) model is generated, and the value for sorting and grouping investment strategy, because the residual rate of return can not easily be vario...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82436047456137106327 |