The Performance Evaluation in Taiwan Mutual Funds : The Application of Grey System Theory
碩士 === 國立臺北商業技術學院 === 財務金融研究所 === 96 === In this study, we examine the performances of Taiwnese-based mutual funds. We extend the international evidence on timing and selectivity skills of funds managers by appling the models of Treynor (1966) and Henriksson (1981) to 73 Taiwanese-based open-ended m...
| 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/13188714549194698869 |