Fund Manager’s Stock Selection Ability Based on Multi-resolution Analysis
碩士 === 銘傳大學 === 財務金融學系碩士班 === 96 === The study is based on multi-resolution analysis, which provides both information of frequency domain and time domain, to resolve the signals of the different frequencies for 285 U.S. common-stock equity funds from 2001 to 2006. In addition, the rank correlation r...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2008
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Online Access: | http://ndltd.ncl.edu.tw/handle/vx3an6 |