The Decomposition of Equity Mutual Fund Performance

碩士 === 輔仁大學 === 管理學研究所 === 90 === The thesis is composed of three sections. First, the performance of mutual fund is decomposed through Characteristic-based benchmarks in order to verify Characteristic Selectivity, Characteristic Timing, and Average Style of mutual fund managers. However,...

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Bibliographic Details
Main Authors: Ming-Che Tu, 杜明哲
Other Authors: Pei-Gi Shu
Format: Others
Language:zh-TW
Published: 2002
Online Access:http://ndltd.ncl.edu.tw/handle/52203336026829898216