Do Smart Beta Portfolios Outperform the Market?
碩士 === 國立彰化師範大學 === 財務金融技術學系 === 104 === Smart Beta portfolios grow tremendously in recent years. This study constructs Smart Beta portfolios by drawing on stock selections (such as market cap, price to market ratio, volatility and return on assets) and weighting schemes (such as equal weighted, max...
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| Format: | Others |
| Language: | zh-TW |
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2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71330955590329798610 |