A Study on Taiwan Equity Mutual Funds─An Application of Characteristic-Based Benchmark Method
碩士 === 國防管理學院 === 資源管理研究所 === 88 === Abtract This article applies the benchmarks contructed by characteristic-based method published by Daniel et al.(1997) to evaluate the performance of stocks. The benchmarks are contructed from the returns of 36 passive portfolios on the basis of the m...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/91714068963262845426 |
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