A Performance of Mutual Fund By VaR Approach and Lower Partial Moment
碩士 === 銘傳大學 === 金融研究所碩士在職專班 === 89 === There is a number of ways to assess performance of mutual fund. Among these assessing approaches, the Sharpe Ratio is the most common method adopted by To understand much more how downside risk of the returns influence the assessing of the performance to mutual...
| 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/48937638002457426995 |