Mutual Fund Performance Evaluation with Parameter Estimation Risk Consideration
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 98 === Sharpe ratio and information ratio are popular mutual fund performance measures among practitioners; however, most applications ignored the estimation of theses two measures. If the return series of mutual funds satisfy the normal and IID assumptions, we do n...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/73550419279857032527 |