A Study on Constructing the New Taiwan 50ETF

碩士 === 正修科技大學 === 金融管理研究所 === 107 === At present, the constituent stocks of Taiwan 50 ETF are based on the market value of the stock. This study constructs a new type of Taiwan 50 ETF based on four factors: return rate, turnover rate, risk value and revenue growth rate of stock, and then compares t...

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Bibliographic Details
Main Authors: HUANG,YU-TING, 黃裕婷
Other Authors: Lee, Hsien-Yi
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/br84be