Fund Manager's Ability and Stock's Excess Return

碩士 === 國立東華大學 === 財務金融學系 === 105 === This study proposes a new measure of fund manager's ability, the ability of the fund managers to detect the stock's excess return (EER). Specifically, we propose the abilities of evaluating positive excess returns (EPRs) and negative excess returns (ENR...

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Bibliographic Details
Main Authors: Chih-Chun Chuang, 莊智鈞
Other Authors: Jin-Ray Lu
Format: Others
Published: 2017
Online Access:http://ndltd.ncl.edu.tw/handle/v5j84x