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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/6318

    Title: 一般與多準則共同基金績效評估指標之建構與比較
    Other Titles: A Comparison of Usual Indices and Extended Topsis Methods in Mutual Funds' Performance Evaluation
    Authors: 林志娟
    Contributors: 淡江大學統計學系
    Date: 2006
    Issue Date: 2009-03-16 13:50:32 (UTC+8)
    Abstract: 本研究的目的主要是探討共同基金的績效評估,而在此議題上』Treynor比率』、 『Sharpe 比率』、』Information比率』和』Jensens Alpha』是目前最常被使用的基金績效評估的指標,但是這四個單一準則的評估指標中,何者是較穩健的指標並沒有定論。本研究不僅針對這四個單一準則的評估指標進行研究,並且將用多準則決策方法中的理想解類似度偏好順序評估法,輔以四種不同客觀權重及歐幾里得距離法,將四個單一準則評估指標同時納入來編製多準則評估指標。最後再針對這4種單一準則評估指標及四種不同客觀權重多準則評估指標進行比較。 本研究計畫以台灣82支(股票型)共同基金為研究對象,加以探討及比較單一準則與多準則共8個績效評估指標,期望可以提供投資人在基金選擇上ㄧ個較穩健的評估指標。
    Appears in Collections:[Graduate Institute & Department of Statistics] Research Paper

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