The Performance Evaluation of Taiwan Stock Funds

碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 101 === This study analyzes the performance of 128 stock funds in Taiwan security market. The criteria contain the average return, variance, the ratio of return-to-risk, Sharpe ratio, and Treynor index. We assume investment periods of three months, six months, nine m...

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Bibliographic Details
Main Authors: Shu -Hui, 游淑惠
Other Authors: none
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/38311013209056375433