Investment Strategies with Stock Selection Models and Timing Models –Performance Analysis in Taiwan Stock Market

碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 106 === Equity investment strategies can be formed through different analysis methods. In this study, 60 stock selection models provided by Graham, Buffett and other investment masters had been used to select invested stocks. The K-line theory and technical analy...

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Bibliographic Details
Main Authors: HUANG CIAN-YU, 黃謙瑜
Other Authors: CHIANGLIN,CHIEH-YOW
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/39hz22
Description
Summary:碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 106 === Equity investment strategies can be formed through different analysis methods. In this study, 60 stock selection models provided by Graham, Buffett and other investment masters had been used to select invested stocks. The K-line theory and technical analysis indicators had been used to dicide the invested timing. In this way, various investment strategies can be designed to test the empirical performance since 2014 to 2016 in Taiwan stock market. The results showed that, in 2014, the strategies of stock selection methods combined with different timing index performed best. In 2015, the strategies of stock selection methods combined with different timing index and stop-loss rule performed best. In 2016, the strategies of stock selection methods performed best.