Hedging and Hedge Ratio for International Index Futures Markets
碩士 === 國立交通大學 === 財務金融研究所 === 92 === Futures contracts have been the most important hedging instruments in financial markets. Deciding hedge ratios is the primary issue in hedging with futures contracts. In this thesis, we used minimum variance approach, mean-variance approach, sharpe measure approa...
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| Format: | Others |
| Language: | zh-TW |
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2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/5s65bu |