A study of optimal hedge ratio for stock index futures－a comparison of optimal VaR Hedge and M-V hedge
碩士 === 國立高雄第一科技大學 === 財務管理所 === 91 === In the futures market, the main hedging objective generally focuses on achievement of the minimum variances. However, from the viewpoint of the investor, he or she generally values the downside risk most importantly. This research applies the optimal VaR...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/54724636543854978608 |