Thematische Bibliographien / Investment performance index / Dissertationen
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Dissertationen zum Thema „Investment performance index“

Autor: Grafiati
Veröffentlicht am 4. Juni 2021
Zuletzt aktualisiert am 11. Februar 2022

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1

Eves, Alfred Christopher, University of Western Sydney, College of Law and Business, and of Construction Property and Planning School. "Developing a NSW rural property investment performance index." THESIS_CLAB_CPPP_Eves_A.xml, 2003. http://handle.uws.edu.au:8081/1959.7/810.

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This thesis is based on the analysis of all rural property sales transactions that occurred in NSW over the period 1990-2000 and is the first complete state wide analysis of a rural property market in Australia. Previous studies on rural land performance have been restricted in both limited time periods and limited location areas. The importance of rural property, as an investment asset has been recognised in the US and UK with both countries having a rural property performance index. These indices are similar in construction, quality and reliability as the commercial property, residential pro
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Eves, Alfred Christopher. "Developing a NSW rural property investment performance index /." View thesis, 2003. http://library.uws.edu.au/adt-NUWS/public/adt-NUWS20051125.144519/index.html.

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Gouveia, André Gonçalves Pinto de. "An alternative stock index for benchmarking portuguese investment funds." Master's thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/10136.

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Mestrado em Finanças<br>O índice PSI 20 é o padrão de referência por excelência da Euronext Lisboa. No entanto, os gestores de fundos portugueses que investem em ações nacionais podem não ter a possibilidade de replicar a carteira do PSI 20, devido às restrições ao investimento impostas pela regulação europeia para os mercados financeiros, nomeadamente as Diretivas UCITS. Este trabalho vai analisar até que ponto estas limitações podem ser impeditivas da performance dos fundos de investimento. É feita uma caracterização da legislação aplicável, bem como do segmento de fundos de investimento em
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Van, Dyk Francois. "Portfolio diversification index as a measure to improve investment portfolio performance / Francois van Dyk." Thesis, North-West University, 2008. http://hdl.handle.net/10394/4193.

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Diversification is one of the three most prominent elements of portfolio management with risk and return being the other two. In addition, diversification is a core objective for combining assets and is a central tenet of portfolio construction. It is also widely known that diversification is concerned with the number of unrelated sources of return and in essence the aim of diversification is to eliminate unsystematic risk from an investment portfolio while systematic risk will remain as it can not be diversified away. This study focuses on the concept of diversification in an investment portf
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Kim, Dongwook S. M. Massachusetts Institute of Technology. "Adjusted pure-play portfolio REIT equity index : historical performance of public and privacy real estate investment." Thesis, Massachusetts Institute of Technology, 2007. http://hdl.handle.net/1721.1/42041.

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Thesis (S.M. in Real Estate Development)--Massachusetts Institute of Technology, Dept. of Architecture, 2007.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Includes bibliographical references (leaf 42).<br>The public real estate market was initiated by the Real Estate Investment Trust Act of 1960. Since then, investors have been concerned with the assessment of performance comparisons between publicly held assets and privately held assets. The main concern for the assessment is to reveal
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Alda, García Mercedes, Agudo Luis Ferruz, and Ruth Vicente Reñé. "Análisis de los fondos de inversión y de pensiones en España: evolución y eficiencia en la gestión." Pontificia Universidad Católica del Perú, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/114781.

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Mutual funds and pension funds are the most important investment products in Spain. Nonetheless, it should not be confused with each other, or take them as equivalent; since the latter have also the characteristic of a long-term savings product, in order to obtain additional funds for retirement. These differences may influence the investor when deciding on one of these instruments, but also the manager, developing different management strategies.Therefore, on this paper we examine the main magnitudes of both markets in Spain. Moreover, we analyze the performance of two Spanish fund samples (o
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Jiráský, Jakub. "Hodnocení efektivnosti investičního projektu při respektování ekonomického rizika." Master's thesis, Vysoké učení technické v Brně. Fakulta stavební, 2016. http://www.nusl.cz/ntk/nusl-240230.

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This master’s thesis is aimed to evaluate the effectivity of an investment project while respecting economic risks. These are the basic elements of the thesis: analysis and effectivity performance and evaluation of economic risks of an investment project. The goal as well as the outcome of the thesis is using these principles above for conducting a case study based on a real data.
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Braga, Alexandre Xavier Vieira. "Análise de desempenho das maiores administradoras de fundos de investimentos de renda fixa no Brasil." Universidade do Vale do Rio do Sinos, 2005. http://www.repositorio.jesuita.org.br/handle/UNISINOS/2795.

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Made available in DSpace on 2015-03-05T19:11:30Z (GMT). No. of bitstreams: 0 Previous issue date: 21<br>Nenhuma<br>A indústria de fundos de investimento no Brasil está concentrada no segmento de renda fixa. Dos cerca de R$ 220 bilhões depositados em fundos, hoje, R$ 200 bilhões aproximadamente estão nesse segmento e R$ 20 bilhões em carteiras de renda variável. Observou-se que no primeiro semestre de 2002, os fundos de investimento em geral tiveram alguns problemas que diminuíram bastante os seus retornos. A mudança da métrica de avaliação dos fundos, da chamada Curva de Juros para a Marca
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Poon, Hing Chuen. "The performance of non-index individual stocks and stock portfolios relative to the index." HKBU Institutional Repository, 2020. https://repository.hkbu.edu.hk/etd_oa/891.

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Extensive empirical evidence shows that passively managed index-tracking mutual funds and exchange-traded funds (ETFs) outperform actively managed portfolios. On the other hand, there are abundant findings that stocks admitted to an index outperform those deleted from the index. This study tests an issue that has been largely ignored in academic studies but is highly related to the above two seemingly disparate areas of researches. The paper examines the long-term performance of non-index individual stocks and stock portfolios relative to the index. The study proposes that the inclusion and ma
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Meinhardt, Christian. "Essays on actively and passively managed financial products." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015. http://dx.doi.org/10.18452/17310.

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Diese Dissertation besteht aus fünf empirischen Studien. Zwei Studien befassen sich mit passiv gemanagten Finanzprodukten. Sie untersuchen den Replikationsprozess von Exchange Traded Funds (ETFs) und vergleichen hierbei die Replikationsgüte von synthetischen und physischen ETFs. Oftmals wird darauf verwiesen, dass synthetische ETFs eine höhere Replikationsgüte besitzen als physische ETFs. Dies lässt sich für Renten-ETFs bestätigen, allerdings nicht für Aktien-ETFs. Zudem wird gezeigt, dass ETFs und Indexzertifikate, die sich im direkten Wettbewerb befinden, im Hinblick auf ihre Geldmittelflüss
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Deniz, Johannes, and Osarenkhoe Nicholas. "Stock performance in spinoffs : Do spin-offs perform better than the stockmarket index?" Thesis, Stockholms universitet, Företagsekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-145143.

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Кузьминых, А. Д., та A. D. Kuzminykh. "Факторы повышения конкурентоспособности международных компаний в современных условиях : магистерская диссертация". Master's thesis, б. и, 2020. http://hdl.handle.net/10995/95064.

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Выпускная квалификационная работа состоит из трёх глав и заключения. Объем работы составляет 123 страница. Темой диссертационной работы «Факторы повышения конкурентоспособности международных компаний в современных условиях». Исследование является актуальным, так как энергетика находится на этапе всеобщего перехода к возобновляемым источникам энергии. Enel глобализирует распространение новых технологий и нуждаются в иностранных инвестициях стран потенциального будущего присутствия. Целью выпускной квалификационной работы является разработка рекомендаций для компании, находящейся в стадии подгот
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Huang, Yu-Chih, and 黃友志. "A Study on the Investment Performance of Index Adjustment." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/13189413203793131702.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>100<br>According to the past study on index adjustment when reconstructing, it exist abnormal return on the addition and deletion.We discuss whether the return of addotions and deletions differ from the stock market significantly,and use the additions and deletions to make portforlio.Finally,we examine whether the portforlio can beat the stock market.This research is based on the data obtained from the Taiwan 50 Index, Taiwan Mid-Cap 100 Index, Taiwan Technology Index, Taiwan High Dividend Index, Taiwan Eight Industries Index, and Taiwna Weighted Index in Taiwan a
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TSANG, SHUN-HIN, and 曾淳軒. "Investment Performance of Index Futuresin Bull and Bear Periods." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/t3xzux.

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碩士<br>東吳大學<br>經濟學系<br>106<br>The empirical purpose of this paper is to apply the LSM model and the moving average method estimation method and investment transaction analysis of Vince (2009 and 2011) to the index futures of each country. We use five countries and regions to use the index futures during the period of 1984/12-2016/12 as the research subject for empirical analysis. The countries are categorized by emerging, developing, and developed countries. We use Vince's (2007, 2009) single-asset cash management model to estimate the optimal investment ratio to form investment strategies for
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Lin, Cian-Yu, and 林芊妤. "PERFORMANCE COMPARISON BETWEEN STOCK PORTFOLIO AND INDEX FUTURE INVESTMENT." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/20104111838686847230.

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碩士<br>銘傳大學<br>經濟學系碩士班<br>96<br>Based on an identical investment strategy, concerning particularly the part of identifying the turning point of market movement, it is interesting to compare different performance from stock portfolio and index future investments. Furthermore, the reasoning behind the difference, if any, can also be analyzed as a consequence. Basically, there are certain unique features to deviate index futures from stock portfolios such as simplicity, leverage effect and so on. Therefore, with the existence of information and knowledge asymmetry, there might still have a signifi
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Fan, Chih-Hsien, and 范志先. "A Study of Investment Performance Evaluation of Social Responsibility Index and Evil Index." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/90215620898672794407.

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碩士<br>清雲科技大學<br>國際企業管理研究所<br>97<br>With the enhancement of environmental awareness of all the "social responsibility" and that gradually importance, however, the subject of investors to invest is a different attitude. "Index of social responsibility," pointed out that investors will focus on labor-management relations, respect for human rights, attention to environmental protection and reduce the depletion of natural resources for its investment in securities of companies subject, while the "evil index" is devoted to investment in tobacco, alcohol, arms and other related securities aggregate i
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Chen, Yu-Chang, and 陳佑昌. "Corporate Governance and Investment Performance withFTSE TWSE Taiwan 50 Index and Gretai 50 Index." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/9m4mj3.

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碩士<br>國立臺中科技大學<br>企業管理系事業經營碩士班<br>102<br>ABSTRACT Corporate Governance has become a prominent issue since the outbreak of the financial crisis in 2008, with various organizations and scholars bringing up research papers and evaluation modes. The purpose of this research is to establish a simple standard of Taiwan Corporate Governance Index, based on the inner mechanism of corporate governance structure and the research of Chen, Kao, Tsao and Wu in 2007. It aims to reveal the association of ownership structure and board characteristics with investment performance by analyzing such variables as
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CHANG, YEN-TING, and 張雁婷. "The Effect of Industrial Financial Index on the Investment Performance." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/07362343137908701685.

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碩士<br>中華科技大學<br>經營管理研究所<br>102<br>Subprime crisis which increased investment risk has let the investor make the decisions of investment harder than before. From literature review, the results of the fundamental analysis are more suitable to the huge fluctuations of financial markets which induced by subprime crisis than the results of the technical analysis. This study discussed the relationships between the returns on investments (ROIs) and financial indicators(value-based, operating performance, and financial performance) of the Taiwan Stock Exchange listed companies (which are divided by In
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CHENG, YA-YIN, and 鄭雅尹. "The Performance Analysis of Investment Strategies by Price and Volume Index." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/79374700734993260816.

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碩士<br>國立高雄應用科技大學<br>金融系金融資訊碩士班<br>104<br>In this paper, we use the volume and the open interest of the TXO and weekly TXO to establish trading volume-weighted index to find the trend of market. We try to establish the relationship of the TAIEX and the trading volume-weighted index by the methodology of time series model. According to the result of the market trend index, we establish time series model to find the equilibrium state of market and build a trading strategy by following the equilibrium. We also separately adopted trading volume and open interest as trend signs to created trading vo
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Hsu, Yu-tai, and 許毓泰. "The investment performance of chip concentration index on Taiwan Stock Market." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/99417980630452839016.

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碩士<br>逢甲大學<br>經營管理碩士在職專班<br>98<br>Taiwan by non-traditional securities trading index tracking investors affect prices, observed changes in concentration chips screened out of their hidden transactions, capital flows and investment that their chips the subject as a new index for the Taiwan stock market investment.
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Shian, Bor-chian, and 薛博謙. "Performance Evaluation in Constructing the Investment Portfolio Based on Tail Index." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/67676303548253048461.

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碩士<br>國立高雄第一科技大學<br>財務管理所<br>95<br>The assumption that financial asset’s return follows the non-normal distribution is confirmed by many studies. However, there is no direct evidence pointing to a (Fat-Tailed Distributions) in Taiwan market index. In this study, the extreme value theory is employed to calculate the tail index of Taiwan weighted stock index. The left and right tail indices were examined to determine the distribution type and then to check whether they follow normal or Frèchet distribution. Additionally, Gauss-Newton method is used to obtain the three parameters required in esti
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Kerry, Huang, and 黃煥彰. "Rise up taiwan eletronic stocks investment performance-Neuralworks combined of technical index." Thesis, 1998. http://ndltd.ncl.edu.tw/handle/26066238543052700022.

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碩士<br>國立中興大學<br>企業管理研究所<br>86<br>By the development of the computer technology, there are more and more tools for business management, like Neuralworks. Neuralworks is a data process system that simulates the brains and neural systems transportation model. Thereare many researches of this topic. But most of these researches focus on themarket index, lack of the individualstock. This research used Neuralworks which combined the technical index to predict the market and focused on theelectronic stocks.This research used KD,BIAS,RSI,AR&BR,VR, and PSY to be the technicalindex.The data range start
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Wang, Wei-Yang, and 王緯揚. "A Study of Investment Performance and Holding Periods of Taiwan Stock Index." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/rrvmd8.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險所<br>96<br>This study explored the relationship between investment performance and holding periods. The study samples are Taiwan Stock Index from Jan, 2 to Dec, 31 2007. The study targets on the decision system concluded by the operation of technical analysis and the innovative trading strategy, and that is in order to earn excess returns in different transaction timing. Moreover, the study applies technical diagram to forecast market movement. The results revealed that investors could earn the highest return which is according to the indicator of Moving Average Conv
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Huang, Ta-Yuan, and 黃大原. "Statistical Analysis for the Performance of Investment for Taiwan Stock Index Options Markets with Relative Strength Index." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/07620936520876983789.

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碩士<br>逢甲大學<br>統計與精算所<br>95<br>The objective of the article uses the Relative Strength Index (RSI) in technological analysis to measure the investment performance of in TAIEX index options. The sample period of the TAIEX index are from July 1, 2002 to September 30, 2006 and the present and secondary transaction month of the closing prices on the call and put options. The trade strategy operate the TAIEX index with RSI to indicate the signal for in or out of the market without respect to the bear and bull markets. At a given bull market signal, the investors buy call and sell put options of the
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Huang, Chien-Chih, and 黃建智. "A Study on Characteristics-Based Investment Performance: Evidence from Taiwan EMP 99 Index." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/6vzrmv.

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碩士<br>銘傳大學<br>財務金融學系碩士在職專班<br>103<br>This study uses Taiwan EMP 99 Index as the variable of good companies. Empirical period is from January 2011 to December 2013. This study uses stock characteristics such as price-to-earnings, price-to-book, and cash dividend payout ratio to rank the stocks included in the EMP 99 index and form two portfolios of the top twenty stocks and the bottom twenty stocks. The study employs CAPM (Capital Asset Pricing Model) and Fama-French three-factor model to estimate the returns of portfolios and further compare them with the returns of Taiwan EMP 99 Index and Tai
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Hsu, Tzu-Chiang, and 徐子強. "Study on the Performance of Smart Beta Investment Straegy on Taiwan 50 Index." Thesis, 2018. http://ndltd.ncl.edu.tw/handle/5m8u6f.

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碩士<br>淡江大學<br>財務金融學系碩士在職專班<br>106<br>In recent years, the size of the Exchange Traded Funds (ETF) has grown continuously, which is closely related to the innovation of the Smart Beta investment strategy. The traditional passive investment uses the Cap-weighting index as the target of tracking, but when market failure or inefficiency, the traditional market cap-weighted index tends to over-weight those stocks whose market value is higher than the company&apos;&apos;s real value,and under-weight those stocks whose market value is lower than the company&apos;&apos;s real value This study uses one
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Chu, Yu-Te, and 朱育德. "Comparing Investment Performance about Taiwan Stock Market between Domestic and MSCI Taiwan Index." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/28798162846935813959.

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碩士<br>國立中興大學<br>高階經理人碩士在職專班<br>100<br>The purpose of this study is to comparethe investment performance of local investment companies in Taiwan stock with foreign Investment institutions外資法人, and to find out the possible causes of the performance differences as the reference for investors.This study used an independent sample t-test for the major research method, and through this method we can compare the actual value of the investment target between different groups of samples.This study selected top 10 local investment companies inthe Taiwan stock market and used MSCI Taiwan index as the per
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Liu, Wen-Ping, and 劉文屏. "Using the Bias to Test the Performance of Investment for Taiwan Stock Index Options." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/29709406874324941473.

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Ouyang, Mei-hui, and 歐陽美惠. "Using the Historical volatility toTest the Performance of Investment forTaiwan Stock Index Options Markets." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/46515876093783971837.

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Chiang, ChunLiang, and 江俊良. "Investment performance of Moving Average Rule and Relative Strength Index in Taiwan stock market." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/35707077026950318471.

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碩士<br>明志科技大學<br>工業工程與管理研究所<br>99<br>This thesis uses the single indicator （Moving Average Rule）, the single indicator （Relative Strength Indicator）and the integrated indicator （combine Moving Average Rule and Relative Strength Indicator）to decide the timing of buying and selling based on Taiwan stock index. I test whether the performance of these trading rules are better than the buy-and-hold method. The study covers the period from January, 1991 to September, 2010. The sample period is divided to four sub-periods, 1991-1995, 1996-2000, 2001-2005 and 2006- September, 2010. In different sub-pe
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Yan, Chao-ming, and 嚴兆民. "Using Filter Rule to Test the Performance of Investment for Taiwan Stock Index Options Markets." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/51343363870070326853.

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碩士<br>逢甲大學<br>財務金融學所<br>95<br>This study employs filter rule to make the strategy decisions on investing result of TAIEX market and TAIEX Option market. And give way to investors comprehend when they invest in options, the investing result of considering underlying asset price or option price will be better. The sample period are from January 17, 2003 to January 16, 2007, includes the 994 daily data of TAIEX and the 18,698 daily data of TAIEX Option on the call and put options. By considering the bull and bear market, the result shows that when investors make the strategy decisions with filter
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Chen, Ming-Yen, and 陳明炎. "Using the Moving Average to Test the Performance of Investment for Taiwan Stock Index Options." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/43060292576148960873.

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碩士<br>逢甲大學<br>經營管理碩士在職專班<br>92<br>This research uses moving average technical index to examine in the investment performance of Taiwan Stock Index Options. All the reference data is from Taiwan Stock Index and the closed prices of Taiwan Stock Index Options in Call Option and in Put Option from April 1, 2002 to March 31, 2004. Process the investment strategies of buy a call, sell a put, sell a call, and buy a put via the three trading strategy models, buy long, sell short, buy long and sell short. To study the best investment strategy of Taiwan Stock Index Options in performances between the s
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Wang, Pao-hsien, and 王寶賢. "Using the Stochastic Line to Test The Performance of Investment for Taiwan Stock Index Options." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/10664929194737840685.

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碩士<br>逢甲大學<br>經營管理碩士在職專班<br>95<br>This research uses Stochastic Line technical index to examine in the investment performance of Taiwan Stock Index Options. All the reference data is from Taiwan Stock Index and the closed prices of Taiwan Stock Index Options in Call Option and in Put Option from December 24, 2002 to March 18, 2004. Process the investment strategies of buy a call, sell a put, sell a call, and buy a put via the three trading strategy models, buy long, sell short, buy long and sell short. To study the best investment strategy of Taiwan Stock Index Options in performances between
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Liu, Yen-Liang, and 劉彥良. "An Empirical Study of Applying Technical Indicators In Improving Investment Performance of Taiwan 50 Index Constituents." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/17565503531558872591.

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碩士<br>國立雲林科技大學<br>財務金融系碩士班<br>100<br>Many investors claim to use technical trading rules capable of "beating the market".The price-volume relationship is often used as an important indicator of investment decision making for the investors.We using eight price and volume of technical index, such as Average、KD、MACD、DMI、VAMA、MQ、EOM and OBV. Respectively, of single technical indicators and composite index.Further consider the three corporate bodies (foreign investor, Investment Trust and securities dealers) Respectively, to assess the investment performance and profit percentage.The sample period
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Chien-Ming, Weng, and 翁建銘. "The Study of Constructing Technical Index to Improve the Performance of Synthetic Put Option Investment Strategy." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/59146360129595118009.

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碩士<br>輔仁大學<br>金融研究所<br>96<br>The portfolio insurance strategy of Synthetic Put Option is to duplicate the option by allocating the risk property and the non-risk property. Thereupon regarding investors intends to carry out the portfolio insurance strategy, even if there does not have the existence of put option appropriately, they may implement the strategy by the way of duplication. In the thesis, it uses several periods of bull market and bear market to test the feasibility of Synthetic Put Option portfolio insurance strategy on Taiwan stock market from 1997 to 2007. It also uses technical a
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Liu, Chung-Wei, and 劉忠偉. "The Performance of Positive Alpha Arbitrage Investment Strategy: Evidence from the Taiwan 50 Index Component Stocks." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/r934hm.

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碩士<br>國立中央大學<br>財務金融學系碩士在職專班<br>96<br>This study analysis investment strategy, using CAPM to calculate the intercepts of the TSEC Taiwan 50 Index component stocks over the period July first 2005 through July first 2007. Our investment strategy as follows: when relative daily returns of stock over empirical period are less than the difference between relative daily returns and corresponding standard deviations times n (which equal 1.5, 1.75, and 2) of the same stock over test period, we buy stock and short sell TAIEX simultaneously. After relative daily returns of stock over empirical period ar
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Chen, Chia-Hua, and 陳家驊. "Applying Stochastic Dominance Approach to Analysis the Investment Performance of Component Stocks of Taipei Exchange 50 index." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/12460306979565642694.

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碩士<br>國立高雄第一科技大學<br>風險管理與保險研究所<br>103<br>The Taipei Exchange 50 Index aims top 50 component stocks selected after weighing the market value of the over-the-counter stocks as the sampling targets. The component stocks with big weighed value might lead to a great portion of change of the component stocks of the Taipei Exchange 50 Index, due to their alteration of being listed in the stock market. Consequently, based on the information of the component stocks of the Taipei Exchange 50 Index, we apply the Stochastic Dominance Approach (Barrett and Donald, 2003) to examine the analysis of investmen
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Lu, Yen-po, and 盧彥伯. "Test the Performance of Investment for Taiwan 50 Index by Using Qualified Foreign Institutional Investor Buy and Sell Information." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/04349054955658115080.

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碩士<br>逢甲大學<br>經營管理碩士在職專班<br>97<br>This research mainly examines to gain highest performance of investment for taiwan 50 index by using qualified foreign Institutional investor buy and sell information. This research takes the amount of money for qualified foreign Institutional investor buy and sell and taiwan 50 index as research object.The research period is from July 1,2003 to March 31th,2009 and have 1387 data. Research technique use qualified foreign Institutional investor buy and sell information to set the investment buy and sell condition.It include buy strategy,sell strategy,buy and se
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Hsuan, Jung-Fu, and 軒榮富. "Fundamental Stock Selection Using Genetic Algorithm Optimization on Investment Performance between James P. O’shaughnessy and Comprehensive Index Selection Methods." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/96evwu.

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碩士<br>國立高雄應用科技大學<br>金融資訊研究所<br>102<br>This paper will apply James O’shaughnessy and comprehensive index selection methods to the stock market in Taiwan. The purpose of this paper is to explore the relationship between financial statements and stock prices used in the stock market investment. James O'shaughnessy stock selection method and comprehensive index stock selection method utilize genetic algorithms to perform the optimization of the threshold value, and this study also compares return of investment with three distinct fundamental stock selection rules which are “original James O'shaugh
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CHO, CHING-MING, and 卓慶銘. "An Analysis of KD Technical Index Investment Performance : The Case Study on Electronic, Financial, and Production Stocks in Taiwan." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/vpjap8.

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碩士<br>明道大學<br>企業高階管理碩士班<br>107<br>This study aims to find a reliable technical indicator for investors in the stock market which seems to be always unpredictable. In this study, the KD technical indexes is used to verify the investment performance of the electronic, financial and production stocks in the Taiwan stock market. The research collected data containing how the KD technical indexes trading strategy is used for the simulated transaction of the listed stocks from January 1, 2016 to December 31, 2018. The results show that 1) the average profit is higher than the average loss 2)the time
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Chen, Chueh Chi, and 陳玨琪. "Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier : A Case of the MSCI World Index." Thesis, 2005. http://ndltd.ncl.edu.tw/handle/32ntkg.

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碩士<br>國立屏東科技大學<br>企業管理系碩士班<br>94<br>After Harry M. Markowitz introduced Mean-Variance Optimization with Efficient Frontier and Best Capital Portfolio in 1952, many scholars have went further research to improve this model. Using the component markets’ indexes of MSCI World Index from 1999 to 2005 as the samples. This essay uses a grey forecasting model GM(1,1) to improve the investment performance of classical Markowitz efficiency frontier’s investment portfolio and uses Sharpe Index、Treynor Index and Jensen’s Index to measure the returns of efficiency frontier’s investment portfolio. The re
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Hsieh, Shu-chen, and 謝淑珍. "Using Put/Call Ratio of the Open Interest to Test the Performance of Investment for Taiwan Stock Index Options Markets." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/22909914141588534009.

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Chiu, Ke-yu, and 邱科毓. "Investment Performance of Technical Analysis on the Basis of Moving Average: Evidence from Constituent Stocks of TWSE Taiwan 50 Index." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/483v5y.

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碩士<br>國立中山大學<br>財務管理學系研究所<br>102<br>This research examines whether the technical analysis method helps investors earn positive returns. The trading strategy is constructed on the basis of moving average combined with the K line and the William’s percent R indicator. The samples include the constituent stocks of the Taiwan 50 Index that the Taiwan Stock Exchange announced on November 4, 2013. The sample period is between January 1, 2004 and September 30, 2013. The empirical results show that the trading strategy of this study could earn high returns.
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Huang, Shin-Wei, and 黃信維. "Applying Grey Forecasting Model on the Investment Performance of Markowitz Efficiency Frontier : A Case of the Dow Jones Industry Index." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/98495730237035141998.

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碩士<br>國立屏東科技大學<br>企業管理系碩士班<br>94<br>After Harry M. Markowitz introduced Mean-Variance Optimization with Efficient Frontier and Best Capital Portfolio in 1952, many scholars have went further research to improve this principle. This paper uses a grey forecasting model GM(1,1) on improving the investment performance of classical Markowitz efficiency frontier’s investment portfolio using the component securities of Dow Jones Industry Index from 1999 to 2005 as the samples.Using grey Markowitz efficiency frontier’s investment portfolio models, we establish a more stable and correct connection betw
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Chang, Che-Wei, and 張哲維. "Using the Short-term volatility and the Long-term volatility to Test the Performance of Investment in Taiwan Stock-Index Options Market." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/57242481317110625478.

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碩士<br>逢甲大學<br>經營管理碩士在職專班<br>96<br>The purpose of this research is make a simulation as an empirical study through the short-term volatility and the long-term volatility, to find out the turning point of the Taiwan Stock-Index Options Market by the approach and out signals with these two indicators. And hope to get additional compensation in the market. As the observation period from 1/1/2005 to 12/31/2006, Two of in-the-money strike price and five of out-the-money strike price to the sample, use 2-10 days for the Short-term volatility and 3-20 days for the long-term volatility to study. In bul
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Hsueh, Yung-Yin, and 薛詠尹. "Comprehensive Index of Corporate Governance as a Related Investment Strategy and Performance of the Company―The Influence of Factors of Family Firm." Thesis, 2016. http://ndltd.ncl.edu.tw/handle/6ch7ye.

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碩士<br>國立高雄應用科技大學<br>會計系<br>104<br>The 2013 Corporate Governance Roadmap of the Taiwan Financial Supervisory Commission (FSC) considered corporate governance evaluation as one of the key tasks and started the evaluation for all Taiwan-listed companies from 2014, it shows how important the measures of effectiveness of a corporate governance system is. Since family firm is a typical structure in Taiwan, the impact of family firms on company performance is worth exploring. For a sample of 5,174 observations over the period of 2009〜2014, this study investigated the impact of corporate governance an
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Cheng, Yi-Fang, and 鄭宜芳. "A Study of Grey Theory on Improving the Investment Performance of Technical Analysis Index－An Example of the Nikkei225 Index’s Component Stocks." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/48773398947346684742.

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碩士<br>國立屏東科技大學<br>企業管理系所<br>97<br>This study uses a grey forecasting model GM(1,1) on technical analysis of securities market using the Nikkei 225 Index’s component stocks for example. Four stocks price technical analysis indexes as KD, RSI, BIAS and W%R are used in this study. The daily, weekly and monthly closing stock prices from January 1998 to December 2007 (after the weight is undone) are adopted as the sample data. This study try to apply GM(1,1) into the raw data to obtain a the whitening one. An empirical result and a t-test of average rate of return were used in performance evaluatio
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Yan, Jing-Ying, and 顏菁瑩. "What is the better of investing small and medium sized stocks using simple investment indicators than Taiwan Weighted Stock Index of performance?" Thesis, 2016. http://ndltd.ncl.edu.tw/handle/72784427410536024609.

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碩士<br>義守大學<br>財務金融學系<br>104<br>How to increase personal wealth promote our quality of life has become a impotant personal goal. Therefore, this research focus on how to look for some simple financial indicators to invest small and medium sized stocks in the stock market for general investors .It is can earn excess returns to rapid accumulation of personal wealth. The study sample ranges from December 2004 to December 2014 . First, this research use Earnings Per Share (EPS), Price to Earnings Ratio (PER), Market-to-book Ratio (P / B), Return on Total Assets Ratio (ROA), Return on Equity ratio (
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Nkomani, Sibusiso. "Corporate Social Responsibility and financial performance : the Johannesburg Stock Exchange top 100." Diss., 2013. http://hdl.handle.net/2263/26367.

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Corporate Social Responsibility (CSR) is a much debated and ever changing topic. From a South African context, one of the most recent means of measuring CSR has been through the use of the Johannesburg Stock Exchange (JSE) socially responsible investment index (SRII). The JSE SRII was first introduced in 2004 and has grown in popularity and effectiveness since. Included amongst the criteria for inclusion in this index is compliance with black economic empowerment (BEE). The index measures companies against the triple bottom line (environment, society&economy). Companies included in the index a
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Hung, Hsiao Ching, and 洪曉菁. "A Study of Grey Theory on Improving the Investment Performance of Technical Analysis Index－An Example of the Germany DAX Index’s Component Stocks." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/2t5pye.

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碩士<br>國立屏東科技大學<br>企業管理系所<br>98<br>Using the daily, weekly and monthly data of the DAX Index's Component Stocks from January 2003 to March 2009 as examples, this thesis try to improve the investment performance of technical analysis indices in Germany Stocks Exchange Market. First of all, this thesis whitens original data through a grey model GM (1,1), and grey technical analysis indices are obtained. I use traditional technical analysis indices like RSI, BIAS, KD, and WMS%R as agency indices; compare the investment performance between original and grey technical analysis indices. Based on the
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