臺灣股票基金與外資法人之績效：DEA方法之應用
碩士 === 東吳大學 === 商用數學系 === 91 === The recent studies in finance show that size, book-to-market ratio, and momentum are the factors which can explain most of cross-sectional variations in stock returns. This paper incorporates these factors into the DEA method as the “inputs” and then attempt to evalu...
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| Format: | Others |
| Language: | zh-TW |
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2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/08893764926992326552 |