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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/101922

    Title: 台灣股票型基金之擇時與選股能力再驗證
    Other Titles: Re-examination the managers market timing and stock selection ability of Taiwan stock mutual fund
    Authors: 徐孟淳;Hsu, Meng-Chun
    Contributors: 淡江大學財務金融學系碩士在職專班
    Keywords: 共同基金;擇時能力;選股能力;基金規模;週轉率;Mutual Fund;Marketing Timing;Selection ability;Fund Scale;Turnover Rate
    Date: 2014
    Issue Date: 2015-05-04 09:43:08 (UTC+8)
    Abstract: 台灣共同基金的發展已有相當的時日,在台灣所發行的基金中,主要以股票型、平衡型、類貨幣市場型、固定收益型、貨幣市場基金、組合型、保本型、不動產證券化型、指數股票型及指數型基金為主。
    The developments of Taiwan’s mutual funds have been a long time. The funds are issued in Taiwan included equity, balanced, near-money market, fixed income and money market funds, portfolio type, insurance, real estate securitization type, exchange-traded funds and index based.
    This thesis discusses the fund’s manager performance based on the Taiwan stock funds which were issued over ten years. We apply the traditional T-M model, H-M-model and modified T-M-GARCH, H-M-GARCH model to compare with the ability of selection ability and market timing ability of different stock funds’ manager. In addition, we also investigate the relationship between the scale of the fund, turnover rate and the net return with simple regression analysis model.
    The empirical results are consistent with the literature. Most of the stock funds manager’s performance have the consistence. However, the funds manager haven’t the selection ability, but with the market timing ability. On the other hand, evidences also confirmed that the fund scale, turnover rate are also significant factors affecting the performance of the fund. The empirical results of this thesis can also available for theoretical or practical operation reference.
    Appears in Collections:[財務金融學系暨研究所] 學位論文

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