Measuring Mutual Fund Strategies and Performance in Dynamic Economic Conditions
碩士 === 國立政治大學 === 國際貿易學系 === 90 === Using predetermined lagged variables to stand for public information is a new approach to measure mutual fund performance. This method is known as conditional performance evaluation (CPE) in the literature. Under the assumption of weak-form efficient market, this...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/53328219411327959187 |