Heavy-tail statistical monitoring charts of the active managers'' performance

碩士 === 國立中山大學 === 應用數學系研究所 === 94 === Many performance measurement algorithms can only evaluate measure active managers'' performance after a period of operating time. However, most investors are interested in monitoring the active managers'' performances at any time, especially,...

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Bibliographic Details
Main Authors: Chun-Cheng Chen, 陳俊成
Other Authors: Mei-Hui Guo
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/47426247547270715463