The Use of Stochastic Dominance and Discriminant Analysis to Construct the Investment Strategies of Public Service Pension Fund Entrusting
碩士 === 國防管理學院 === 國防財務資源研究所 === 94 === In order to construct the investment strategies of public service pension fund entrusting, researchers used models, from early CAPM of a single factor to latter CAPM of multi-factors, to determine the effectiveness of mutual funds. The main assumptions of CAPM...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69177851538868592277 |