股票這個價位要不要買論文書籍站
Alpha beta finance的問題，透過圖書和論文來找解法和答案更準確安心。 我們找到下列股價、配息、目標價等股票新聞資訊
Alpha beta finance的問題，我們搜遍了碩博士論文和台灣出版的書籍，推薦Ghayur, Khalid/ Heaney, Ronan G./ Komon, Stephen A./ Platt, Stev寫的 ActiveBeta Indexes: Capturing Systematic Sources of Active Equity Returns 可以從中找到所需的評價。
國立彰化師範大學 財務金融技術學系 王信文、張元所指導 陳俊榮的 中國電影產業票房績效之驗證性因素分析 （2021），提出Alpha beta finance關鍵因素是什麼，來自於中國電影產業、票房績效、驗證性因素分析。
而第二篇論文朝陽科技大學 財務金融系 洪振義、李見發所指導 林子誠的 中國股票市場異常現象之探討:多因子模型的應用 （2021），提出因為有 多因子模型、中國股票市場、資產定價理論、市場異常現象、超額報酬的重點而找出了 Alpha beta finance的解答。
ActiveBeta Indexes: Capturing Systematic Sources of Active Equity Returns
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為了解決Alpha beta finance 的問題，作者Ghayur, Khalid/ Heaney, Ronan G./ Komon, Stephen A./ Platt, Stev 這樣論述：
An informative guide offering new and innovative ways to think about active management and investingActiveBeta Indexes presents exciting new research that shows how above-market returns can be achieved in a low-cost, transparent, and efficient fashion. Active Betas reflect fundamental investment pri
nciples that have long been the foundation of active equity returns, but are commonly masqueraded as investment skill, or alpha. This groundbreaking book lifts the veil to uncover the common sources of active returns and reveals their beta-like properties.Developed by leading investment practitioner
s at Westpeak Global Advisors, ActiveBeta Indexes introduces Active Beta sources and explains how the behavior of short- and long-term earnings growth gives rise to systematic sources of active equity returns.Details a new index framework and research findings that could change the face of active po
rtfolio managementPresents patent-pending innovations for constructing style indexes and informationally-efficient active portfoliosExplores the historical performance of ActiveBeta IndexesWealth advisers, consultants, pensions and endowments, and other institutional investors will find the intellec
tual honesty of ActiveBeta Indexes a refreshing perspective on the active management industry. They will also find it a useful guide to a more strategic allocation of their risk and management fee budgets - a growing necessity in these challenging times. Khalid Ghayur is the CEO and CIO of Westpea
k Global Advisors, LP. He was director of research policy, a member of the Global Executive Committee, and chairman of the Index Policy Committee at Morgan Stanley Capital International (MSCI) Barra. Prior to this, he was global head of quantitative research and strategy for HSBC Global Asset Manage
ment. He is a CFA charterholder, has served on the Board of Governors of the CFA Institute, and is a former trustee of the CFA Institute Research Foundation. He received an MBA in finance and international business from the Ecole Nationale des Ponts et Chaussees and an MA and BA in economics from th
e University of Karachi.Ronan G. Heaney is Director of Research at Westpeak. Before joining Westpeak, he was a software architect with Multum Information Services and a senior software developer at Swiss Bank Corp. He holds an MS in computer science from Purdue University and a BS in applied physics
from Dublin City University, Ireland.Stephen A. Komon is a Senior Portfolio Manager at Westpeak. Prior to this, he was vice president of foreign exchange and commodities at J.P. Morgan & Co., and he also held positions with UBS AG/Swiss Bank and Dean Witter Reynolds. He holds an MBA in finance and
accounting from the University of Chicago Booth School of Business and a BS in commerce from the University of Virginia. He is also a CFA charterholder.Stephen C. Platt is Director of Portfolio Management at Westpeak. Before joining Westpeak, he cofounded and was a senior vice president of Cordiller
a Asset Management. He holds a BS in finance from the University of Colorado Leeds School of Business and is a CFA charterholder.
中國電影產業票房績效之驗證性因素分析
為了解決Alpha beta finance 的問題，作者陳俊榮 這樣論述：
電影是文化創意產業的標竿，在電影的研究文獻中，影響票房收入的因素尚未獲得共識且相關假設仍然尚待驗證。中國挾其龐大人口紅利，電影產業的消費市場早已引起各國覬覦，尤以中美在2012年簽訂入世後的電影市場開放，當年度中國已超過日本成為世界第二大電影市場。近年來針對海峽兩岸電影交流的學術研究雖不斷增加，惟大多關注電影本體，重視分析作品或導演的風格、作品的藝術特色、美學價值等等，甚或關注其作為一個產業的轉變和發展趨勢，對於具有特色社會主義色彩的電影市場票房收入相關的實證研究，少如鳳毛麟角，至於分析影響票房收入之研究，亦付之闕如。本文針對2016~2020年中國電影票房收入每年前50大影片的製作公司與發
行行銷公司，進行原始資料之蒐集，以因素分析法探討影響票房收入的構面，並進一步以迴歸分析各因素與變數對票房收入的影響程度。實證結果顯示，賣座資訊與製片商專業性等兩項因素對票房收入的影響扮演關鍵性的正向角色，賣座資訊的貝它(β)係數高達0.901，亦即首周票房、影評-評比觀眾人數與上映檔期等，對票房收入具有重要影響，這符合行銷理論已逐步在封閉市場開放初期所發揮的功效。至於卡司陣容與影片性質則對票房收入產生顯著的負面影響，惟其標準化的貝它(β)係數僅分別為0.055與0.051，顯示在幅員遼闊的中國電影市場，地方觀眾的需求與中央政策並非完全一致，且電影產業深受政府的規章所控制，致有小部分電影難以跳脫
社會主義的宣導思想。本研究得到之結果，可提供給業者在電影前製時期思考如何提高成功率降低失敗風險，並在未來的電影行銷與發行上提出強化成功因素之建議。
中國股票市場異常現象之探討:多因子模型的應用
為了解決Alpha beta finance 的問題，作者林子誠 這樣論述：
過去半個世紀以來，以效率市場假說和資產定價理論為代表的傳統金融學理論，佔據著現代財務理論的重要地位，但自20世紀70年代以來，學者發現金融市場中存在許多與理論相悖的異常現象，如「股權溢價之謎」、「規模效應」、「過度反應」和「反轉效應」等，這些異常現象挑戰著財務理論的權威。學界經多年發展，建立起一套完整嚴密的解釋系統，從傳統財務理論的風險補償觀點開始，到錯誤定價視角出發的行為財務，都為投資者在解釋資產報酬與異常現象方面提供理論基礎。本研究檢驗37個存在超額報酬的異常現象在中國股票市場內是否存在超額報酬，實證結果顯示，有8個異常現象在中國股票市場中存在超額報酬，主要集中在「交易摩擦類因子」。通過
五個資產定價模型，對存在超額報酬的8個異常現象進行迴歸分析，結果顯示，資產定價模型有不錯的解釋異常現象的能力，這對財富管理機構進行投資績效的歸因有所幫助。