The Enhanced Index Fund Performance and Risk Analysis under MFM Model
碩士 === 國立中山大學 === 財務管理學系研究所 === 97 === Many enhanced index funds are based on a quantitative model to control active risk and to acquire active return. In this thesis we first construct a multiple-factor model (MFM) and then use statistical methods to evaluate the significance and stability of facto...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/9f39jn |