The Evaluation and Verification of Value at Risk for ETF-The China CSI 300 ETF
碩士 === 南台科技大學 === 財務金融系 === 98 === ETF, traditionally, tracks the specific index as the main method of operation where ,theoretically, the tracking object should match the performance of fund. This research had focused on 5 China CSI 300 ETF, analyzed by Sharpe and Jensen's α performance indica...
| 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/48031843990879413458 |