Performance Changes in Mutual Funds: A Malmquist Index Approach
碩士 === 國立交通大學 === 工業工程與管理系 === 91 === There are many numerical indices are used to measure mutual funds performance in financial market, such as Sharpe index, reward-to-half-variance index, reward-to-variability ratio and Jensen’s measure. In the last few years, many researches have furth...
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| Format: | Others |
| Language: | en_US |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51365697549159200642 |