Taiwaness Mutual Fund Performance Evaluation of Market Timing and Ability of Selectivity by Holding Weights.

碩士 === 淡江大學 === 財務金融學系 === 85 === In tradition, the most popular measures of portfolio performance basicallyare derived from Markowitz Mean-Variance Model that has been subject to considerable criticism by heterogeneity among mutual fund portfolios andpor...

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Bibliographic Details
Main Authors: Hunag, Chih-Hsiung, 黃志雄
Other Authors: Lin Gin-Chung, Lee Chin-Hsen
Format: Others
Language:zh-TW
Published: 1997
Online Access:http://ndltd.ncl.edu.tw/handle/56166555931940813023