「股市漲跌背後的秘密：市場因子如何決定你的投資回報？」The risk and return from market factors

from 論文投資學 Quantified Dialogues · host J&A

敘述這裡是論文投資學 Quantified Dialogues，每周探討有意思的投資學術論文和我們一起踏入投資的專業世界論文大綱: 探討市場因子如何影響資產風險與報酬，分析共同風險來源及其價格化，並提出多因子模型以更準確預測投資回報與風險。內文討論: a. 市場因子風險為什麼需要價格化？這對我買股票有什麼實際意義？ b. 市場因子的回報與風險要怎麼用來選擇投資標的？ c. 為什麼市場因子風險比公司個別風險更值得關注？ d. 投資組合要怎麼用這篇論文的觀點去調整配置比例？ e. 如果不同市場因子之間高度相關，還能達到風險分散嗎？ f. 這篇論文主要用美國市場資料，能套用到台灣或其他國家嗎？資料來源: Chan, Louis KC, Jason Karceski, and Josef Lakonishok. "The risk and return from factors." Journal of financial and quantitative analysis 33.2 (1998): 159-188. Powered by Firstory Hosting

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「股市漲跌背後的秘密：市場因子如何決定你的投資回報？」The risk and return from market factors

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