The Composite Index of Fund Performance --Factor Analysis Method
碩士 === 國立中山大學 === 財務管理學系研究所 === 95 === The motivation of this research is to construct a Composite Index of funds which can help investors to choose funds with better “future” performance. The Composite Index in this thesis includes 14 kinds of indexes, such as Sharpe, Treynor, Sortino, and etc....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/696465 |