Persistence of Performance on the Mutual Fund during Pre- and Post- Financial Crisis
碩士 === 國立交通大學 === 財務金融研究所 === 102 === The purpose of this paper is to examine the persistence of performance for 8 kinds of mutual funds styles over 1998 to 2011. We use four models which have CAPM, Fama &; French three-factor model, Carhart four-factor model and Pástor &; Stambaugh five-fac...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33182888743744382106 |