信用風險及交易量波動對市場中立策略之影響
碩士 === 國立彰化師範大學 === 企業管理學系 === 96 === After the internet bubble in 2000, the global stock market has turned into bear market. Hedge funds, characterizing their absolute return, have been popular among many investors. The objective of this study is combining Independent Component Analysis and Support...
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| Format: | Others |
| Language: | zh-TW |
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2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52096270260781576661 |