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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2014
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Online Access: | http://ndltd.ncl.edu.tw/handle/6qfup7 |