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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
1997
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Online Access: | http://ndltd.ncl.edu.tw/handle/56166555931940813023 |