DEA Portfolio Efficiency Index－Empirical Study of Its Application in Evaluation of Taiwan Stock Funds
碩士 === 淡江大學 === 財務金融學系 === 87 === Jensen’s and Sharpe ratio are the widest use index in the portfolio evaluation area, but the defectives are around. Two of those are “benchmark model” and “transaction cost internalization”. The objective of this study that adopted the DPEI brought forth by Murthi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/41104681558156435787 |