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 === 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 market capitalizati...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2000
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ax8ssd |