Evaluating Mutual Fund Performance with Active Peer Benchmarks: Empirical Evidence from Taiwan

碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 103 === 　　This thesis uses data on domestic mutual fund in Taiwan over 1990-2014, including different funds with general, technical, small-business, OCT, and Chinese types. Applying approach by Hunter et al. (2014), this thesis uses Active Peer Benchmarks (APB) to s...

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Main Authors:	Chao-Cheng Wang, 王朝正
Other Authors:	Sheng-Hung Chen
Format:	Others
Language:	zh-TW
Published:	2015
Online Access:	http://ndltd.ncl.edu.tw/handle/64269068183988984234

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spelling	ndltd-TW-103NHU003040192016-02-21T04:33:20Z http://ndltd.ncl.edu.tw/handle/64269068183988984234 Evaluating Mutual Fund Performance with Active Peer Benchmarks: Empirical Evidence from Taiwan 使用積極同類標竿法評估共同基金績效之實證研究 Chao-Cheng Wang 王朝正碩士南華大學財務金融學系財務管理碩士班 103 　　This thesis uses data on domestic mutual fund in Taiwan over 1990-2014, including different funds with general, technical, small-business, OCT, and Chinese types. Applying approach by Hunter et al. (2014), this thesis uses Active Peer Benchmarks (APB) to supplement the traditional factor model in evaluating the fund performance. Empirical evidences indicate that all types of find performance are significantly negative at risk-adjusted returns over 1990-2014. Moreover, APB also explains significantly negative at risk-adjusted return for all types of funds. Sheng-Hung Chen 陳昇鴻 2015 學位論文 ; thesis 50 zh-TW
collection	NDLTD
language	zh-TW
format	Others
sources	NDLTD
description	碩士 === 南華大學 === 財務金融學系財務管理碩士班 === 103 === 　　This thesis uses data on domestic mutual fund in Taiwan over 1990-2014, including different funds with general, technical, small-business, OCT, and Chinese types. Applying approach by Hunter et al. (2014), this thesis uses Active Peer Benchmarks (APB) to supplement the traditional factor model in evaluating the fund performance. Empirical evidences indicate that all types of find performance are significantly negative at risk-adjusted returns over 1990-2014. Moreover, APB also explains significantly negative at risk-adjusted return for all types of funds.
author2	Sheng-Hung Chen
author_facet	Sheng-Hung Chen Chao-Cheng Wang 王朝正
author	Chao-Cheng Wang 王朝正
spellingShingle	Chao-Cheng Wang 王朝正 Evaluating Mutual Fund Performance with Active Peer Benchmarks: Empirical Evidence from Taiwan
author_sort	Chao-Cheng Wang
title	Evaluating Mutual Fund Performance with Active Peer Benchmarks: Empirical Evidence from Taiwan
title_short	Evaluating Mutual Fund Performance with Active Peer Benchmarks: Empirical Evidence from Taiwan
title_full	Evaluating Mutual Fund Performance with Active Peer Benchmarks: Empirical Evidence from Taiwan
title_fullStr	Evaluating Mutual Fund Performance with Active Peer Benchmarks: Empirical Evidence from Taiwan
title_full_unstemmed	Evaluating Mutual Fund Performance with Active Peer Benchmarks: Empirical Evidence from Taiwan
title_sort	evaluating mutual fund performance with active peer benchmarks: empirical evidence from taiwan
publishDate	2015
url	http://ndltd.ncl.edu.tw/handle/64269068183988984234
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Evaluating Mutual Fund Performance with Active Peer Benchmarks: Empirical Evidence from Taiwan

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