An Empirical Study on Relationship between Fund Performance and Active Management – China Open-End Mutual Funds

碩士 === 國立臺灣大學 === 財務金融學研究所 === 99 === In this paper, we introduce Active Share as one of the quantified measures for active management. Active Share measures to which extent that a fund’s portfolios deviate from its benchmark portfolio. We also use Tracking Error, a traditional measure of active man...

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Bibliographic Details
Main Authors: Chia-Hung Chen, 陳嘉宏
Other Authors: Shean-Bii Chiu
Format: Others
Language:zh-TW
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/39251402549555776857