資產基礎類型因子分析法下的可轉債套利型對沖基金套利策略獲利性實證
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === Not only does the asset-based style factor analysis provide a solution to the measurement of the risk and return characteristics of hedge funds, but the style factors employed by asset-based style factor analysis are practically investable strategies. To the r...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01661005537718026093 |