The Evaluation of Off-Shore Mutual Fund Risk and Performance-the Application of VaR Adjusted Sharpe Ratio
碩士 === 中原大學 === 企業管理研究所 === 90 === Sharpe Ratio is a well-know method to analyze the performance of mutual funds. As it is well know, the hypothesis of Sharpe Ratio is under the normal distribution of return, it will be bias when the return is non-normality. Besides, Sharpe Ratio uses the standard d...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/62725902757313665000 |