Measuring the Efficiency of Mutual Fund on Emerging Market: A Super SBM Model
碩士 === 靜宜大學 === 會計學系 === 101 === In this study, we apply three data envelopment analysis (DEA) methods- BCC(Banker-Charns-Cooper)、Super-SBM model and Malmquist productivity index (MPI) to evaluate mutual fund performance. Sharpe, Jensen, and Treynor indexs are the outputs and expense ratio, loads, p...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86595766480838575327 |