Using Utility-based method to measure the mutual fund Performance index
碩士 === 銘傳大學 === 財務金融學系碩士班 === 94 === This study combines stochastic dominance rule and prospect theory to form one mutual fund performance measure index which different with the traditional one. And then this study analyzes the relation between different risk sensitive levels of investor and stochas...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75n2kp |