Constant Return Portfolio Analysis:a Case of Currency and Currency Options
碩士 === 輔仁大學 === 金融研究所 === 84 === The goals of this thesis are to design a strategy for an investor withcurrency position to gain the preset rate of return and to see the effectivenessof the strategy . Under the strategy, a portfolio is formed by a...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1996
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16672047878506399860 |