Refined Indicator for Performance Evaluation When Fund Excess Returns are Negative
碩士 === 義守大學 === 財務金融學系碩士班 === 97 === The measure of mutual fund performance allows investors to evaluate the performance of fund. Israelsen (2005), Ferruz and Sarto (2004) and Chen-Chen-Chen (2008) found that measures could generate anomalous ranking when fund excess returns are negative. This artic...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29965242671990681435 |