Mutual Funds Performance Evaluation and Optimal Investment Portfolio Analysis-Application of Value at Risk
碩士 === 長庚大學 === 企業管理研究所 === 90 === While measuring mutual funds, Sharpe measure used to be the most common method. This study instead uses Value-at-Risk (VaR) to measure the performance of mutual funds. This method can not only catch the downside risk but also break through the restriction of Sha...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81523318520220692789 |