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...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2011
|
Online Access: | http://ndltd.ncl.edu.tw/handle/32617588700251782686 |