Adopting Factor Model to Measure Taiwan Equity Fund Performance
碩士 === 國立暨南國際大學 === 國際企業學系 === 97 === This paper evaluates the performance of Taiwan equity fund by using existing factor models, and examines the relationship between factors and mutual fund returns. Finally, the purpose of the study is to test whether conditional factor models are better than unco...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29706369726677473513 |