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    政大機構典藏 > 商學院 > 財務管理學系 > 學位論文 >  Item 140.119/83284
    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/83284


    Title: 成長型與價值型股票選時策略之研究
    Authors: 薛仲男
    Contributors: 吳啟銘
    薛仲男
    Keywords: 成長型股票
    價值型股票
    選時策略
    logistic迴歸
    時機
    growth stock
    value stock
    equity style
    logistic regression
    Timing
    Date: 2000
    Issue Date: 2016-03-31 15:33:06 (UTC+8)
    Reference: 英文文獻:
    Angelo Lobosco, Style/Risk-Adjusted Performance, The Journal of Portfolio Manage-ment, Spring 1999, pp. 65-68
    Bala Arshanapalli, T.Daniel Coggin, John Doukas and H. David Shea, The Dimension of International Equity Style, The Journal of Investing, Spring 1998, pp. 15-30
    Duen-Li Kao and Robert D. Shumaker, Equity Style Timimg, Financial Analysts Journal, 1999(January / February), pp. 37-47
    David Franecki, Mutual Choice : Big-or Small-cap?Value or Growth?, Barron`s 1998, Sep 14, pp. 51-52
    Eugene F. Fama and Kenneth R. French, The Cross-Section of Expected Stock Returns, Journal of Finance 47 No. 2, June 1992, pp. 427-465
    Gerald R. Jensen, Robert R. Joshson, and Jeffrey M. Mercer, The Inconsistency of Small-Firm and Value Stock Premiums, The Journal of Portfolio Management, Winter 1998, pp. 27-36
    John G. Gallo, Benefits of Proper Style Classification of Equity Portfolio Managers, Journal of Portfolio Management, Spring 1997, pp. 47-55
    John G. Gallo, Fund Management Changes and Equity Style Shifts, Financial Analysts Journal, 1999 (September/October), pp. 44-52
    Maaagie M. Copeland and Thomas E. Copeland, Market Timing:Style and Size Rotation Using the VIX, Financial Analysts Journal, 1999(March / April)pp. 73-80
    Mario Levis, The Profitability of Style Rotation Strategies in the United Kingdom, Journal of Portfolio Management, Fall 1999, pp. 73-86
    Roberr C. Kuberek, Using Style Factors to Differentiate Equity Performance over Short Horizons, Journal of Portfolio Management, Spring 1998, pp. 33-40
    T Daniel. Coggin, Long-Term Memory in Equity Style Indexes, Journal of Portfolio Management, Winter 1998, pp. 37-46
    William F. Sharpe, Asset allocation:Management style and performance measurement, Journal of Portfolio Management, Winter 1992, pp. 7-19
    中文文獻:
    林季甫,價值特徵在台灣股票市場之實証研究,國立政治大學財務管理研究所未出版碩士論文,民國八十八年六月
    林宗賢,我國開放型共同基金之價值型與成長型投資風格之研究-以P/B與公司規模分類,國立政治大學統計研究所未出版碩士論文,民國八十六年六月
    吳璟昇,價執行與成長型股票投資績效之研究-以台灣股票市場為例,國立政治大學財務管理研究所未出版碩士論文,民國八十六年六月
    楊景舜,價值投資法之探討及其在台灣之實證研究,東吳大學國際貿易研究所未出版碩士論文,民國八十八年六月
    Description: 碩士
    國立政治大學
    財務管理研究所
    87357004
    Source URI: http://thesis.lib.nccu.edu.tw/record/#A2002002087
    Data Type: thesis
    Appears in Collections:[財務管理學系] 學位論文

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