Application of Dynamic Asset Allocation using Maximum Options for downside risk protection
碩士 === 國立臺灣大學 === 財務金融學研究所 === 96 === In recent years, considerable interest has arisen over the method of dynamic asset allocation to limit downside risk while allowing some participation in upside market. Thus, the main purpose of our study is to explore how to replicate the maximum multi-asset op...
| 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/69473384190236520103 |