The Research of Hedging Strategies for TTT

碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 97 === Abstract: This paper considers hedge and basis simultaneously to investigate Polaris Taiwan Top 50 Tracker Fund(TTT) and TAIFEX Stock Index futures, and we compare which is appropriate to hedge the TSEC Taiwan 50 Index. It compares the hedging effectiveness in...

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Bibliographic Details
Main Authors: Hsiao-Ping Lai, 賴曉萍
Other Authors: Ming-Chih Lee
Format: Others
Language:zh-TW
Published: 2009
Online Access:http://ndltd.ncl.edu.tw/handle/95500814575548960427