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博碩士論文
Jia-lin Zhang, 張嘉麟
碩士 / 東吳大學 / 經濟學系 / 95 / The purpose of this thesis is to research the overseas balanced mutual fund
performance, its persistence, its stock selectivity and timing ability. This research,
which pinpoints the overseas balanced mutual fund for a total performance evaluation,
is estimated by NAV return (Net asset value, NAV), Treynor index, Sharpe index,
Jensen index, MJ (Modified Jensen Measure) and frontier. The stock selectivity and
timing ability is estimated by Treynor & Mazuy model and Henriks...