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A study of mutual fund flow and market return volatilityWang, Ying, 王瑩 January 2003 (has links)
published_or_final_version / abstract / toc / Business / Master / Master of Philosophy
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Performance measures: Traditional versus new modelsYuksel, Hasan Zafer 01 January 2006 (has links)
The thesis analyzed the performance of 5,987 mutual funds using a database called Steele Mutual Fund Experts and compared the predicting ability of various measures of performance. The measures discussed in the thesis are Treynor Ratio, Sharpe Ratio, Jensen's Alpha, Graham-Harvey-1 (GH-1), and Graham-Harvey-2 (GH-2). The performance measures are mostly used by professional money managers and scholars for literary purposes.
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Three essays on noise and institutional tradingLuo, Yan, 罗妍 January 2010 (has links)
published_or_final_version / Business / Doctoral / Doctor of Philosophy
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