Factor Investing: Can Quality Factor Outperform the Taiwan Stock Market?
碩士 === 國立中興大學 === 財務金融學系所 === 106 === This study is based on the research by Asness, Frazzini, and Pedersen(2014), who define quality which includes profitability, growth, safety and payout as characteristics that investors should be willing to pay a higher price for. Therefore, we take the factors...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/yvmb6t |