An Empirical Comparsion of Hedging Performance for the Index Exchange Traded Funds in Taiwan

碩士 === 國立暨南國際大學 === 財務金融學系 === 101 === The Taiwan Stock Exchange issued the Exchange traded funds (ETF) liquidity provider (LP) system in June 2008 to strengthen the liquidity of market. They must hold the ETF for satisfying the transaction demand for investors, thus facing to the market risk and in...

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Bibliographic Details
Main Authors: Chen, Wan-Ting, 陳琬婷
Other Authors: Lai, Yu-Sheng
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/11748992243315021976