Performance Evaluation of Domestic and Foreign Stock Funds-Dynamic SBM Model

碩士 === 東吳大學 === 經濟學系 === 104 === This research adopts Data Envelopment Analysis (DEA) to evaluate the performance of mutual funds . Tone and Tsutsui (2010) extends the dynamic DEA within the slacks-based measure framework to consider the effect of carry-over between the consecutive terms. We select...

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Bibliographic Details
Main Authors: Ya-no Chou, 周亞諾
Other Authors: Yung-Ho Chiu
Format: Others
Language:zh-TW
Published: 2016
Online Access:http://ndltd.ncl.edu.tw/handle/fqnahz