An Empirical Study on the Investment Style and the Rolling Analysis of the Mutual Funds in Taiwan
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 99 === We investigate the investment style of some mutual funds in Taiwan by Return-Based Style Analysis proposed by Sharpe (1992) and Lobosco and DiBartolomeo (1997). Moreover, we also analyze the change in the style weight in the periods before and after Financial...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/63336807051897645453 |