An Empirical Study on Relationship between Fund Performance and Active Management – China Open-End Mutual Funds
碩士 === 國立臺灣大學 === 財務金融學研究所 === 99 === In this paper, we introduce Active Share as one of the quantified measures for active management. Active Share measures to which extent that a fund’s portfolios deviate from its benchmark portfolio. We also use Tracking Error, a traditional measure of active man...
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/39251402549555776857 |