A Study on Managed Futures Funds as the Potential Investment Instruments for Variable Life Insurances in Taiwan
碩士 === 逢甲大學 === 金融碩士在職專班 === 100 === In Taiwan, managed futures fund is not in the list of investment instruments for variable life insurances or variable annuities. The paper studies the attributes of managed futures fund by analyzing the risk and return of CTA index as well as the correlation betw...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99711282988868834893 |