Analysis of Optimal Hedge Strategy for Stock Index Futures
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 99 === When we discuss the matter of futures hedging, the main hedging objective generally focuses on achievement of the minimum stationary or nonstationary variances. On the fund manager’s viewpoint, they generally pay much attention to the downside risk. In this re...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/48702649926804136616 |