An Empirical Study on the Risk Management, Market Timing Ability, and Threshold Effect of Bond Funds in Taiwan
博士 === 淡江大學 === 財務金融學系博士班 === 101 === This dissertation discusses an empirical study on the risk management, market timing ability, and threshold effect of bond funds in Taiwan. First, we apply five widely used copula functions to understand the correlation between the OS&OP ratios and the me...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/39355801127792103208 |