International Portfolio Management for Long Term Investors: Models and Illustrations
碩士 === 國立政治大學 === 風險管理與保險研究所 === 93 === In this study, we investigate the hedge demands in international portfolio management under a general continuous time framework for constant relative risk averse investors where, in particular, exchange rate risk and the interest rate risk are incorporated....
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| Format: | Others |
| Language: | en_US |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19722914983026211555 |