Measuring CTAs Performance by Conditioning Managerial Skill on Macroeconomic Information

碩士 === 國立成功大學 === 財務金融研究所 === 102 === In this thesis, we measure CTAs performance by conditioning managerial skill on macroeconomic variables. Most of previous studies, those considering CTAs performance, adopted traditional models. This thesis is the first study, which applies conditional model to...

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Bibliographic Details
Main Authors: Chia-WeiWen, 溫嘉薇
Other Authors: Meng-Feng Yen
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/6qfup7