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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2009
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Online Access: | http://ndltd.ncl.edu.tw/handle/95500814575548960427 |