Dissertation/ Thesis
Portfolio Performance in the Taiwan Stock Market
| العنوان: | Portfolio Performance in the Taiwan Stock Market |
|---|---|
| Alternate Title: | 台灣股市投資組合績效之探討 |
| المؤلفون: | Ya-Ying Wei, 魏雅瑩 |
| Thesis Advisors: | Ming-Chun Wang, 王銘駿 |
| سنة النشر: | 2012 |
| المجموعة: | National Digital Library of Theses and Dissertations in Taiwan |
| الوصف: | 100 In this study, the shareholding ratio of institutional investors as the stock-picking strategy, combined with fundamental analysis, technical analysis to construct a portfolio, and simulate the real market to consider the transaction costs for investment, to explore whether the excess return obtained by this investment decisions and use TAIEX and "F_SCORE" (Piotroski, 2000) as the evaluation standard. During the study period is divided into two stages, the first phase of the test period from February 2005 to February 2009, the second phase for the test period from March 2009 to February 2012, making it increase the usefulness, investment decisions and effectiveness of the research in order to enhance the reference value. The empirical results show that in ever period, the cumulative rate of return and the annualized rate of return are superior to F_SCORE and whole market performance, for longer periods of time really can get excess returns through the investment decision-making. |
| Original Identifier: | 100NKIT5214026 |
| نوع الوثيقة: | 學位論文 ; thesis |
| وصف الملف: | 76 |
| الاتاحة: | http://ndltd.ncl.edu.tw/handle/98109315869901302003 |
| رقم الانضمام: | edsndl.TW.100NKIT5214026 |
| قاعدة البيانات: | Networked Digital Library of Theses & Dissertations |
| الوصف غير متاح. |