Change risk of commodity trading advisor
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 101 === This study aimed to explore risk change of the commodity trading advisor (or managed futures funds, CTA). In this study, monthly CTA is obtained from Barclays hedge fund database, with a total of 1,241 samples and 27,672 observations. In this study we use both...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49527214076373659277 |