The Determinants of Mutual Fund Performance by Combing Sharpe Ratio-VaR Model
碩士 === 中原大學 === 企業管理研究所 === 93 === Value at Risk not only measures downside risk of various assets, but also measures mutual fund’s risk. Recently, many researchers compare the ranking between traditional Sharpe Ratio, value at risk (VaR)-Sharpe Ratio and other performance indexes. This Paper analyz...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8qbt62 |