An Empirical Study on the Risk Management, Market Timing Ability, and Threshold Effect of Bond Funds in Taiwan

An Empirical Study on the Risk Management, Market Timing Ability, and Threshold Effect of Bond Funds in Taiwan

博士 === 淡江大學 === 財務金融學系博士班 === 101 === This dissertation discusses an empirical study on the risk management, market timing ability, and threshold effect of bond funds in Taiwan. First, we apply five widely used copula functions to understand the correlation between the OS&OP ratios and the me...

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Bibliographic Details
Main Authors:	Joe-Ming Lee, 李喬銘
Other Authors:	Wo-Chiang Lee
Format:	Others
Language:	en_US
Published:	2013
Online Access:	http://ndltd.ncl.edu.tw/handle/39355801127792103208

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