The Performance of Multinational Equity Mutual Funds in Taiwan
碩士 === 國立臺灣海洋大學 === 應用經濟研究所 === 98 === In this study, we use an index developed by Murthi et al. (1997) called data envelopment analysis (DEA) portfolio efficiency index (DPEI) to evaluating mutual fund’s performance. This DEA technique can simultaneously consider the transaction cost and risk varia...
| 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/15935713991000482933 |