Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock

碩士 === 國立臺北商業大學 === 財務金融系研究所 === 107 === This study select Taiwan mid-cap component stock as subject. Sample period from 2010/1/1 to 2017/12/31 as quarterly data. Through Revenue Momentum strategy buy revenue winner and sell revenue loser. Evaluation the effect on the strategy return. And measure th...

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Bibliographic Details
Main Authors:	Po Chao Chen, 陳勃超
Other Authors:	Jiin Tarng Tsay
Format:	Others
Language:	zh-TW
Published:	2018
Online Access:	http://ndltd.ncl.edu.tw/handle/h9je82

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spelling	ndltd-TW-107NTB053040012019-11-15T05:27:41Z http://ndltd.ncl.edu.tw/handle/h9je82 Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock 營收動能策略於台灣股市中的應用以中型100成分股為例 Po Chao Chen 陳勃超碩士國立臺北商業大學財務金融系研究所 107 This study select Taiwan mid-cap component stock as subject. Sample period from 2010/1/1 to 2017/12/31 as quarterly data. Through Revenue Momentum strategy buy revenue winner and sell revenue loser. Evaluation the effect on the strategy return. And measure the performance via sharpe ratio, Jensen afa, Fama and French 3-factor model. Let us know the performance by risk adjustment. We find that revenue momentum strategy can get the upper hand than index. Jiin Tarng Tsay 蔡錦堂 2018 學位論文 ; thesis 46 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 國立臺北商業大學 === 財務金融系研究所 === 107 === This study select Taiwan mid-cap component stock as subject. Sample period from 2010/1/1 to 2017/12/31 as quarterly data. Through Revenue Momentum strategy buy revenue winner and sell revenue loser. Evaluation the effect on the strategy return. And measure the performance via sharpe ratio, Jensen afa, Fama and French 3-factor model. Let us know the performance by risk adjustment. We find that revenue momentum strategy can get the upper hand than index.
author2	Jiin Tarng Tsay
author_facet	Jiin Tarng Tsay Po Chao Chen 陳勃超
author	Po Chao Chen 陳勃超
spellingShingle	Po Chao Chen 陳勃超 Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock
author_sort	Po Chao Chen
title	Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock
title_short	Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock
title_full	Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock
title_fullStr	Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock
title_full_unstemmed	Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock
title_sort	revenue momentum strategy in taiwan case of taiwan mid-cap 100component stock
publishDate	2018
url	http://ndltd.ncl.edu.tw/handle/h9je82
work_keys_str_mv	AT pochaochen revenuemomentumstrategyintaiwancaseoftaiwanmidcap100componentstock AT chénbóchāo revenuemomentumstrategyintaiwancaseoftaiwanmidcap100componentstock AT pochaochen yíngshōudòngnéngcèlüèyútáiwāngǔshìzhōngdeyīngyòngyǐzhōngxíng100chéngfēngǔwèilì AT chénbóchāo yíngshōudòngnéngcèlüèyútáiwāngǔshìzhōngdeyīngyòngyǐzhōngxíng100chéngfēngǔwèilì
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Revenue momentum strategy in Taiwan Case of Taiwan Mid-Cap 100Component stock

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