Can the Managers of Funds of CTAs Add Value to Their Portfolios ?
碩士 === 國立成功大學 === 財務金融研究所 === 101 === We investigate the value of Funds of CTAs Funds by the hand-collected data of the CTAs holdings. This data set of holdings allows us to research three issues.(1) Which type of CTAs would have higher probability to be hired (2) Is there has differences in excess...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/81310501803205509784 |