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This research is mainly based on the index funds constructing methods of Oh, et al (2005) and Chang and Lai's (2006) Adjusted-GA model. Then, a new model is constructed based on the Taiwan market environment and its characteristics. The fixed-rate deposit offered at the Taiwan was added to the modified model to achieve optimal portfolio performance. The results show that the modified stock selection...
First, this paper constructs the semi-annual stock-fund bipartite networks models according to detail data of funds and stocks held by the fund from June 2000 ~ June 2009 in china. Then, some static and dynamic characteristics of stocks held by the fund centralized and decentralized are analyzed combination of network topology index. Stock Selection Fund (the top node) of the overall statistical characteristics...
In the latter part of the international financial crisis, comprehensive performance of listed companies directly affect the confidence, investment risk and the rate of return of investors in the stock market. With the methodology of factor analysis and cluster analysis, this article selected 10 key financial indicators of listed companies as evaluation system, according to the actual situation of...
Based on agency theory of the firm, and the special institutional setting that China corporate governance evolve from mandatory governance in ldquocompliancerdquo stage to voluntary governance in ldquoinnovationrdquo stage, this paper analyses how voluntary governance affect stock returns under the research paradigm of ldquogovernance mechanism-corporate behavior-economic consequences rdquo. Subsequently,...
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