摘要(英) |
Complete duplication of this study way in order to adjust the way from time to time simulation of the stock index fund and 50 Polaris Taiwan Excellence Fund ( abbreviation TTT), The first quarter of 2009 for the study of the constituent stocks of the subject, Investigate the price paid and the relationship between the esceptionally range fluctuations,Further analysis to explore the abnormal return on the esceptionally of range fluctuations in stocks for the future direction of the subject and the impact of reward, Finally, the esceptionally of range fluctuations in the value of this anomaly constructed from time to time to adjust the trading strategy, Polaris Taiwan Excellence in Fund 50 in the first quarter of 2009, the constituent stocks for the sample, The shares from
time to time by the number of adjustments, Observation of the manner in which the original construction of the formation of return on the investment portfolio is different。
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參考文獻 |
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