Distinguishing Fund Managers’ Ability of Evaluating Idiosyncratic Risk
碩士 === 國立東華大學 === 財務金融學系 === 104 === We propose a measure of active portfolio management, the ability of evaluating idiosyncratic risks (AEIRs), to distinguish skilled mutual fund managers. Previous several studies have found that stocks’ expected returns are positively related to the specific risk...
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| Format: | Others |
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2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77664673122749648041 |