考慮利率與匯率風險學習效果對跨國投資的影響
碩士 === 國立政治大學 === 風險管理與保險研究所 === 93 === In this study, we explore the effects of uncertainty about the exchange rate predictability on international portfolio choice in a continuous time setting. Uncertainty regarding to the predictive relation affects the optimal portfolio choice through dynamic le...
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| Format: | Others |
| Language: | en_US |
| Online Access: | http://ndltd.ncl.edu.tw/handle/69843408776678366398 |