The Attribution Measurement of Portfolio Performance from Taiwan Stock Mutual Funds

碩士 === 逢甲大學 === 財務金融學系 === 107 === Brinson, Hood, and Beebower (1986) and Brinson, Singer, and Beebower (1991) found that more than 90% mutual fund performance could be explained by asset allocation. Their studies have been cited frequently in existing research. Kritzman (2006) mentioned that Brinso...

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Bibliographic Details
Main Authors: CHEN,GUANG-YANG, 陳光陽
Other Authors: LIU,BING-LIN
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/22hye9