Prospect Theory and the Performance of Mutual Fund

碩士 === 國立中央大學 === 財務金融學系碩士在職專班 === 94 === According to asset-pricing theories, there is a positive risk-return trade-off relationship. However, Bowman (1980) documents a negative, instead of a positive, relationship between risk and return based on accounting data of firms from 85 U.S. industries. S...

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Bibliographic Details
Main Authors: Chung-Hung Chang, 張淙浤
Other Authors: none
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/16862893799214136693