The Optimal Parameters of the Mutual Fund Rating
碩士 === 淡江大學 === 保險學系保險經營碩士班 === 95 === Miao(2005) proposed a rating system for mutual fund performance based on SPRT (Sequential Probability Ratio Test). This system rates mutual funds according to past excess return. However, the setting of input parameters quietly affects the results of such a sys...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/43249835107412103189 |