關鍵字查詢 | 類別:期刊論文 | | 關鍵字:Important Factors of Estimated Return and Risk

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序號 學年期 教師動態
1 90/2 財金系 顧廣平 教授 期刊論文 發佈 Important Factors of Estimated Return and Risk: The Taiwan Evidence , [90-2] :Important Factors of Estimated Return and Risk: The Taiwan Evidence期刊論文Important Factors of Estimated Return and Risk: The Taiwan Evidence顧廣平; Ku, Kuang-ping; Lin, T. William淡江大學財務金融學系Factor model;Expected return;Risk;TaiwanWorld Scientific Center, Center for PBBEF ResearchReview of pacific basin financial markets and policies 5(1), pp.71-92This paper seeks to identify which factors are important for estimating portfolio's expected return and standard deviation in the Taiwan stock market. We have summarized from the existing empirical literature a total of 26 factors that may have explanatory power. The results of our evaluation show that except for the trading volume, the remaining 25 factors do not seem to help explain the average stock returns during the July 1985–June 1999 period. However, the power of the trading volume to account for the expected returns on the stock is affected by any changes in the sample or by the use of a different evaluation model. We suggest three potential
2 90/2 財金系 林蒼祥 教授 期刊論文 發佈 Important Factors of Estimated Return and Risk: The Taiwan Evidence , [90-2] :Important Factors of Estimated Return and Risk: The Taiwan Evidence期刊論文Important Factors of Estimated Return and Risk: The Taiwan Evidence顧廣平; Ku, Kuang-ping; Lin, T. William淡江大學財務金融學系Factor model;Expected return;Risk;TaiwanWorld Scientific Center, Center for PBBEF ResearchReview of pacific basin financial markets and policies 5(1), pp.71-92This paper seeks to identify which factors are important for estimating portfolio's expected return and standard deviation in the Taiwan stock market. We have summarized from the existing empirical literature a total of 26 factors that may have explanatory power. The results of our evaluation show that except for the trading volume, the remaining 25 factors do not seem to help explain the average stock returns during the July 1985–June 1999 period. However, the power of the trading volume to account for the expected returns on the stock is affected by any changes in the sample or by the use of a different evaluation model. We suggest three potential
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