The Performance Measurement of the Three Major Institutional Investors in Taiwan Stock Market

碩士 === 國立高雄第一科技大學 === 金融研究所 === 99 === This paper used three indicators, including Sharpe ratio, Treynor ratio, and Jensen index, to evaluate the performances of three major institutional investors. I collected the data from October 21, 2003 to October 15, 2010. The results show that: 1. The average...

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Bibliographic Details
Main Authors: Jia-Feng Lin, 林佳鋒
Other Authors: Wen-Ming Szu
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/32617588700251782686