Recentering the K-max Stepwise Reality Check to Improve on its Test Power: An Empirical Study of Commodity Trading Advisors Funds
碩士 === 國立中興大學 === 統計學研究所 === 99 === In this article, we will examine the performance of monthly returns of the Commodity Trading Advisors Funds. The data is from the database of the Hedge Fund Research and the sample period is from Jul 1994 to Jun 2010. We apply k-familywise error rate (Romano et al...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/37n5r7 |