Constructional Analysis of Mutual Fund Returns on Taiwan

碩士 === 國立清華大學 === 科技管理研究所 === 91 === We try to find some factors that influence mutual fund returns, and using these factors construct a model to explain the risk of the mutual funds. First, we use Fama and French three factos model and Elton and Gruber four factors model to interpret Tai...

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Bibliographic Details
Main Authors: Pi-Hsiung Wu, 吳丕雄
Other Authors: Jiin-Tarng Tsay
Format: Others
Language:zh-TW
Published: 2003
Online Access:http://ndltd.ncl.edu.tw/handle/98453740242710571841