政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/83284

政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/83284

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政大典藏 > College of Commerce > Department of Finance > Theses > 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:	[Department of Finance] Theses

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