OPTIMAL HEDGE RATIO OF HEDGING DOWNSIDE RISK
碩士 === 國立臺灣大學 === 國際企業學研究所 === 87 === One of the major functions of derivative instruments is risk reduction. A long-standing tradition in the finance literature treated the risk with a two-sided notion. Standard deviation or variance are employed to measure risk. However, in fact corporate managers...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/82413856635719149509 |