Investor Trading Strategy and Performance: Empirical Study in Taiwan Options Market

碩士 === 國立中央大學 === 財務金融研究所 === 99 === Extend the investigation of investor trading behavior and performance by Han et al (2009), this study examine various trading strategies such as naked option position, spreads, straddle, and strangle, used by different investor types and their trading performance...

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Bibliographic Details
Main Authors: Ya-wen Chang, 張雅雯
Other Authors: Pei-fang Hsieh
Format: Others
Language:en_US
Published: 2011
Online Access:http://ndltd.ncl.edu.tw/handle/84026818169232967919