The Relationship between Performance of China Open-end Funds and Macroeconomic Factors – Application of Arbitrage Pricing Theory
碩士 === 國立臺灣大學 === 財務金融學研究所 === 99 === This paper focuses on the mutual fund market in China with the application of APT(Arbitrage Pricing Theory) to discuss the relationship between performance of open-end fund portfolio and macroeconomic factors. This study chose unexpected inflation, unexpected g...
| 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/69939650160381094218 |