The research of direct hedging strategies for stock index futures
碩士 === 淡江大學 === 財務金融學系 === 90 === Hedging through trading futures is a process used to control or reduce the risk of adverse price changes. To control or reduce the risk of the portfolio, the hedger has to determine the optimal hedge ratio. This paper estimates the risk-minimizing futures hedge rati...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2002
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/53726725161755173104 |