Review and Construction of Margin Systems for Portfolios of Stock Derivatives
博士 === 國立中山大學 === 財務管理學系研究所 === 96 === This study aims to investigate the theories and empirical performance of the futures and options margin systems currently used in the domestic and international exchange houses. The current system used in Taiwan Futures Exchange (TAIFEX) is strategy-based rat...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/gp2622 |