Research of VaR on Futures trust fund
碩士 === 靜宜大學 === 會計學系研究所 === 99 === In this paper, we research open trust fund in 2009 jointly introduced by the Taiwan Futures Exchange and the Taiwan Stock Exchange, our data subject are “Cathay Pacific ManAHL Combined Futures Trust Fund” and “Bora Trust Fund Commodity Index Futures”, the data coll...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/47375940651393202251 |