Chu, Ho. / "December 2009." / Thesis (M.Phil.)--Chinese University of Hong Kong, 2010. / Includes bibliographical references (p. 99-111). / Abstracts in English and Chinese. / Abstract --- p.i / Acknowledgement --- p.iv / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Overview of Mutual Fund Investment --- p.1 / Chapter 1.2 --- Research Motivation --- p.4 / Chapter 1.3 --- List of Contributions --- p.9 / Chapter 1.4 --- Thesis Structure --- p.12 / Chapter 2 --- Literature Review --- p.14 / Chapter 2.1 --- Traditional Measurement Approaches --- p.14 / Chapter 2.1.1 --- Jensen's Alpha --- p.16 / Chapter 2.1.2 --- Treynor Index --- p.19 / Chapter 2.1.3 --- Sharpe Ratio --- p.21 / Chapter 2.1.4 --- Other Measures --- p.23 / Chapter 2.1.4.1 --- M2 Measure --- p.23 / Chapter 2.1.4.2 --- Multifactor Models --- p.25 / Chapter 2.1.4.3 --- Morningstar's RAR --- p.27 / Chapter 2.1.5 --- Shortcomings of Traditional Measures --- p.30 / Chapter 2.2 --- Data Envelopment Analysis --- p.33 / Chapter 2.2.1 --- Brief Introduction --- p.33 / Chapter 2.2.2 --- Research Review on Fund Performance Mea-surement --- p.37 / Chapter 2.2.3 --- Limitations of Basic DEA Models --- p.42 / Chapter 3 --- DEA Methodology and Formulation --- p.47 / Chapter 3.1 --- CCR and BCC Model --- p.48 / Chapter 3.2 --- Problem of Slacks and DEA efficiency --- p.52 / Chapter 3.3 --- Slacks-based Measure --- p.55 / Chapter 3.4 --- Variables with Negative Values --- p.57 / Chapter 3.5 --- Range Directional Measure --- p.59 / Chapter 3.6 --- Modified Slacks-Based Measure --- p.62 / Chapter 4 --- Empirical Study and Discussions --- p.65 / Chapter 4.1 --- Data Source and Tools for Measurement --- p.65 / Chapter 4.2 --- Model Variables Defined --- p.67 / Chapter 4.3 --- Comparison of MSBM Performance Measure to Other Measures --- p.73 / Chapter 4.4 --- Comparison of Hong Kong MPFs with Different Categories --- p.78 / Chapter 5 --- Conclusions and Future Work --- p.90 / Bibliography --- p.99
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_327022 |
| Date | January 2010 |
| Contributors | Chu, Ho., Chinese University of Hong Kong Graduate School. Division of Systems Engineering and Engineering Management. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, xi, 111 p. : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
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