The Risk-Adjusted Performance of Mutual Funds in Taiwan
碩士 === 國立交通大學 === 經營管理研究所 === 100 === In this paper, we apply the data envelopment analysis (DEA) to compute the efficiency mutual funds in Taiwan. The panel data set contains a total of 342 mutual funds during 2006-2011. The truncated model is used to estimate the effects of environmental variabl...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/58852236980849770221 |