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題 名 | 共同基金的類型、規模與其操作績效關係之研究=A Study of the Relationships between Types and Size Effect of Mutual Fund with Performance |
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作 者 | 許和鈞; 巫永森; 王琮瑜; | 書刊名 | 交大管理學報 |
卷 期 | 17:1 1997.04[民86.04] |
頁 次 | 頁91-112 |
分類號 | 562.538 |
關鍵詞 | 共同基金; 績效評估理論; 規模效果理論; Mutual fund; Performance evaluation theory; Size effect theory; |
語 文 | 中文(Chinese) |
中文摘要 | 共同基金市場在激烈競爭之下,各家投信公司莫不費盡人思設計不同的基金類型, 希望能以基金類型,希望能以基金的特色來吸引投資者的認購。然而不同類型的基金因其投 資目標不同,所伴隨的報酬率與風險也必有所差異,因此績效評比於同類型的基金互相比較 方具意義。另外在證券市場,存在著所謂的「規模效果」,即投資報酬率與公司規模之間呈 現特定的關係,共同基金是否具有規模效果為值得研究之課題。本文即是以此兩個觀點出發 來進行相關議題之探討。 |
英文摘要 | Under the intense competition in mutual fund market, investment trust c ompanies work on developing new types of funds to attract the interest of investors. However, different types of mutual fund come with different rate and risk due to their different investment purposes. To achieve significant evaluation, we can only compare performance among same types of mutual fund. Besides, size effect in stockmarket has been proposed. We investigated whether size effect exists in different types of mutuals funds. This paper explore relat ed studies based on these two aspects. |
本系統中英文摘要資訊取自各篇刊載內容。