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: | Chien-Kuo Kuo, 郭建國 |
---|---|
Other Authors: | 曾郁仁 |
Format: | Others |
Language: | zh-TW |
Published: |
2019
|
Online Access: | http://ndltd.ncl.edu.tw/handle/z567xe |
Similar Items
-
An Empirical Study of a New Risk Index "Riskiness" on Mutual Fund in Taiwan
by: Jen-Yu Kuo, et al.
Published: (2015) -
A Study of Listed-Stock Mutual Fund Investment Strategy of Taiwan
by: Yang Bor-Rung, et al.
Published: (2006) -
THE CONSTRUCTION AND PERFORMANCE MEASUREMENT OF TAIWAN STOCK INDEX FUND
by: HSU, CHING CHIEN, et al.
Published: (1995) -
The Performance of Equity Mutual Funds in Taiwan: Skill or Luck?
by: Chia-Mei Kuo, et al.
Published: (2011) -
The Attribution Measurement of Portfolio Performance from Taiwan Stock Mutual Funds
by: CHEN,GUANG-YANG, et al.
Published: (2019)