Taiwan Listed Stock and Mutual Fund Performance Measurement by Riskiness Index
碩士 === 國立臺灣大學 === 財務金融學研究所 === 107 === General Investors and Fund Managers often use Sharpe Ratio to measure performance of funds and stocks; however, some pitfalls implied in Sharpe Ratio. For instance, Sharpe Ratio does not meet the feature of Stochastic Dominance (SD), which causes bias when meas...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/z567xe |