交易策略績效與成因之研究; On Performance of Trading Strategies---Can They Be Explained by Characteristic-Based or Macroeconomic Factor Models?

NCUIR > School of Management at National Central University > Department of Finance > Research Project > Item 987654321/40584

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/40584

Title:	交易策略績效與成因之研究;On Performance of Trading Strategies---Can They Be Explained by Characteristic-Based or Macroeconomic Factor Models?
Authors:	周賓凰
Contributors:	財務管理系
Keywords:	反正操作策略;慣性操作策略;Contarian strategy;Momentum strategy;管理科學
Date:	2000-07-01
Issue Date:	2010-11-03 16:47:14 (UTC+8)
Publisher:	行政院國家科學委員會
Abstract:	研究領域：8808 ~ 8907
Relation:	財團法人國家實驗研究院科技政策研究與資訊中心
Appears in Collections:	[Department of Finance] Research Project

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