Study on Domestic ETF Fund Performance – An Application of Data Envelopment Analysis
碩士 === 開南大學 === 財務金融學系 === 99 === This study uses the input variables chosen include direct-trade fee rate, sales fee rate, turnover, etc. of the earliest stage and large size of ETF Funds, and the output variables include Sharpe, Jensen and Treynor indexes to conduct the performance evaluation, and...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33024570942095302925 |