Mutual fund performance-SBM Super DEA Model
碩士 === 東吳大學 === 經濟學系 === 95 === This paper has main target to establish a new index for evaluating mutual fund performance. In Taiwan, people almost still use Sharpe, Jensen, and Treynor index to evaluating mutual fund performance. Unlike the traditional methods, this paper takes excess return of un...
| 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/40376743096607868112 |