Investment Strategies between Value and Growth Stocks: An Application of Stochastic Dominance
碩士 === 國立彰化師範大學 === 財務金融技術學系 === 106 === We employ book-to-market ratio to distinguish value stocks and growth stocks in Taiwan stock market. Both of the value stocks and the growth stocks are divided into two groups based on second-order stochastic dominance (SSD). In buy and hold portfolio, we fin...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/2t97uh |