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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2000
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Online Access: | http://ndltd.ncl.edu.tw/handle/78103335583909194822 |