Two Essays on Stock Performance and Trading Strategy
博士 === 逢甲大學 === 金融博士學位學程 === 107 === This dissertation comprises of 2 separate chapters in the investment and risk management fields. In the first topic, I explore the alternative performance measure of hedge funds to the traditional Sharpe Ratio (SR). The findings of this topic suggest that the non...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/sp4tn5 |