THE SELECTION AND PERFORMANCE VALUATION FOR THE LISTED STOCKS PORTFOLIO IN TAIWAN SECURITY MARKET----THE APPLICATION OF SHARPE INDEX WITH VaR FORM
碩士 === 銘傳大學 === 金融研究所 === 89 === Due to the violent volatility in the Taiwan stock market, the fund invested in the security market gradually have been replaced with the mutual fund. The most important thing for a fund manager is to beat index. So how to construct the mentioned portfolio is the firs...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2001
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97867780175246689643 |