Hedging Taiwan'' s Industries with Taiwan Index Futures

碩士 === 淡江大學 === 會計學系 === 88 === In the past, the basis of portfolio theory is investment of dispersion in individual assets. Past research in the futures hedging is use large-scale portfolio as spot of the character of extreme dispersion. This paper emphasized how to use index futures as hedging too...

Full description

Bibliographic Details
Main Authors: Hsieh Meng Ling, 謝孟玲
Other Authors: Yeh, Chin-Chen
Format: Others
Language:zh-TW
Published: 2000
Online Access:http://ndltd.ncl.edu.tw/handle/78103335583909194822