Hedge Funds Asset Allocation analysis using Extreme Value Theory
碩士 === 國立中央大學 === 財務金融研究所 === 96 === In 1990s financial market grew fast and completely, and creates lots of new financial products. In fact they are complicated and dangerous, since such kind of products always involve high leveraged investment tool such as options、futures and structural products....
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| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/29618514357135173869 |