Using the portfolio insurance approach to evaluate the performance of open-ended mutual fund in Taiwan

碩士 === 國立臺灣科技大學 === 企業管理系 === 89 === Usually, techniques for evaluating mutual funds are based on CAPM models, where risk aversions are assumed. However, we believe that a significant portion of investors in Taiwan can be portrayed as loss aversions. For these investors, it is more approp...

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Bibliographic Details
Main Authors: Huang Shih-hsiung, 黃世雄
Other Authors: 林丙輝 
Format: Others
Language:zh-TW
Published: 2001
Online Access:http://ndltd.ncl.edu.tw/handle/57208348317537778309