Investigating the Selection and Timing Ability of Stock Mutual Funds by Quantile Regression
碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 100 === In this study, we use the Treynor and Mazuy model, Fabozzi and Francis model, and Henriksson and Merton model, and so on, as well as the method of quantile regression, in order to evaluate whether the equity funds (the funds) in Taiwan Stock Market is avail...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13416512075579618300 |