區域型新興市場股票型基金績效評估

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Title:	區域型新興市場股票型基金績效評估
Other Titles:	Performance Evaluation of Equity Funds in Regional Emerging Market
Authors:	曾世輝;顧廣平;楊馥如曾世輝
Keywords:	新興市場;股票型基金;績效評估;Emerging Market;Equity Funds;Performance Evaluation
Date:	2011-10
Issue Date:	2016-01-06 10:52:17 (UTC+8)
Publisher:	中華管理績效評鑑學會
Abstract:	本研究之基金樣本包括38檔海外資產管理公司以外幣計價發行之新興市場股票型共同基金，研究期間為2005年11月底起至2010年11月底止。本研究利用報酬率、標準差、β係數、夏普指標(Sharpe Index)、Treynor指標(Treynor Index)、及Jensen指標（Jensen Index）等指標對基金樣本做績效評估。實證結果發現區域新興市場股票型基金皆有特定基金之績效或持續性優於同類型其他基金，亦有特定基金之績效較同類型其他基金為弱。
Relation:	永續發展與管理策略 3(2), p.41-69
Appears in Collections:	[Graduate Institute & Department of Banking and Finance] Journal Article

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