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...
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/57208348317537778309 |