| 期刊論文| 1. | De Ceuster, M.、Flanagan, L.、Hodgson, A.、Tahir, M.(2003)。Determinants of Derivative Usage in the Life and General Insurance Industry: the Australian Evidence。Review of Pacific Basin Financial Markets and Policies，6(4)，405-431。   | | 2. | Hoyt, R. E.(1989)。Use of Financial Futures by Life Insurers。Journal of Risk and Insurance，56(4)，740-749。 | | 3. | Bartram, Söhnke M.、Brown, Gregory W.、Fehle, Frank R.(2009)。International evidence on financial derivatives usage。Financial Management，38(1)，185-206。 | | 4. | Bondnar, G. M.、Hayt, G. S.、Marston, R. C.(1998)。1998 Wharton Survey of Financial Risk Management by US Non-Financial Firms。Financial Management，27，70-91。 | | 5. | Adkins, Lee C.、Carter, David A.、Simpson, W. Gary(2007)。Managerial Incentives and the Use of Foreign-Exchange Derivatives by Banks。Journal of Financial Research，30(3)，399-413。 | | 6. | Berkman, Henk、Bradbury, Michael E.(1996)。Empirical Evidence on the Corporate Use of Derivatives。Financial Management，25(2)，5-13。 | | 7. | Géczy, C.、Minton, B. A.、Schrand, Catherine M.(1997)。Why firms use currency derivatives。The Journal of Finance，52(4)，1323-1354。 | | 8. | Whidbee, D. A.、Wohar, M.(1999)。Derivative activities and managerial incentives in the banking industry。Journal of Corporate Finance，5，251-276。 | | 9. | Cummins, J. D.、Phillips, R. D.、Smith, S. D.(2001)。Derivatives and Corporate Risk Management: Participation and Volume Decisions in the Insurance Industry。Journal of Risk and Insurance，68，51-91。 | | 10. | Cummins, J. D.、Phillips, R. D.、Smith, S. D.(1997)。Corporate Hedging in the Insurance Industry: The Use of Financial Derivatives by US insurers。North American Actuarial Journal，1，13-40。 | | 11. | Christopherson, R.、Gregoriou, G. N.、Struga, A.(2004)。Optimal Allocation of Commodity Trading Advisors in an International Stock, Bond and Hedge Fund Portfolio。Journal of Derivatives and Hedge Funds，10，229-240。 | | 12. | Edwards, F. R.、Park, J. M.(1996)。Do Managed Futures Make Good Investments?。Journal of Futures Markets，16，475-517。 | | 13. | Sinkey, J. F.、Carter, D. A.(2000)。Evidence on the Financial Characteristics of Banks that do and do not Use Derivatives。The Quarterly Review of Economics and Finance，40，431-449。 | | 14. | Shiu, Y. M.(2011)。What Motivates Insurers to Use Derivatives: Evidence from the United Kingdom Life Insurance Industry。Geneva Papers on Risk and Insurance--Issues and Practice，36，186-196。 | | 15. | Sharpe, William F.、Tint, Lawrence G.(1990)。Liabilities: A New Approach。Journal of Portfolio Management，16(2)，5-10。 | | 16. | Colquitt, L. L.、Hoyt, R. E.(1997)。Determinants of Corporate Hedging Behavior: Evidence from the Life Insurance Industry。Journal of Risk and Insurance，64(4)，649-671。 | 會議論文| 1. | Lintner, J.(1983)。The Potential Role of Managed Commodity--Financial Futures Accounts in Portfolios of Stocks and Bonds。Annual Conference of the Financial Analysis Federation。Toronto。 | 研究報告| 1. | 梁正德、蔡政憲、彭金隆、謝明華(2008)。保險業從事衍生性金融商品避險之監理架構研究。 延伸查詢 | | 2. | Abrams, R.、Bhaduri, R.、Flores, E.(2014)。A Quantitative Analysis of Managed Futures Strategies。 | 學位論文| 1. | 蔡秋田(2012)。投資型保險商品潛在投資標的--管理期貨基金之研究(碩士論文)。逢甲大學。 延伸查詢 | | 2. | 劉欣潔(2011)。管理期貨基金指數與股票、債券、匯率、商品與期貨市場指數之連動性研究(碩士論文)。淡江大學。 延伸查詢 | | 3. | 陳俊寬(2010)。管理期貨基金配置於投資組合之效率性研究(碩士論文)。國立臺灣大學。 延伸查詢 | | 4. | 張寶文(2015)。台灣期貨信託基金產業之發展探討與個案分析(碩士論文)。國立政治大學。 延伸查詢 | 圖書論文| 1. | Abrams, R.、Bhaduri, R.、Flores, L.(2009)。How Managed Futures can Help Portfolios。Pensions and Investments。 | |