LPM（LowerPartialMoment）在台灣地區共同基金績效評估的應用
碩士 === 淡江大學 === 財務金融學系 === 89 === Mutual Fund is a kind of tool used to diversify risks. The rate of return and the standard deviation are important factors in the traditional performance evaluation. However it did not take into account for the investment style and skewness of the fund itself....
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40180378414130779318 |