Taiwan multi-factor model construction: equity market neutral strategies application
Year of publication: |
2006
|
---|---|
Authors: | Shyu, So-de ; Jeng, Yi ; Ton, W.H. ; Lee, Kon-jung ; Chuang, H.M. |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 32.2006, 11, p. 915-947
|
Publisher: |
Emerald Group Publishing |
Subject: | Equity capital | Financial modelling | Risk analysis | Taiwan |
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