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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2016
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Online Access: | http://ndltd.ncl.edu.tw/handle/fqnahz |