Empirical Study on Trend-Factor Trading Strategies in Taiwanese Stock Market with Markov Regime Switch Regression Models
碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === In the financial markets, investors often use technical, fundamental and macroeconomic factors to choose profitable stocks. This paper tries to use the above three factors to construct an outperforming portfolio. First, in the technical analysis, we construct...
| 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/cu456b |