Mutual Fund’s Failure Prediction - Cox''s Proportional Hazard Model
碩士 === 國立高雄第一科技大學 === 金融營運系碩士班 === 89 === ABSTRACT This study applies Cox’s(1984) PHM(Proportional Hazard Model) to set up the pre-warning models for the failure of mutual fund. This study consists 40 mutual funds in Taiwan Stock Exchange during the period 1996-2000. This study uses tw...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26173602273714817022 |