The Optimal Leverage of Taiwan Index Futures under Kelly Criterion

碩士 === 國立高雄第一科技大學 === 風險管理與保險研究所 === 103 === Which asset to choose and when to invest are complicated issues of trading, because there are many financial instruments in the market. To solve not only complicated but also basic problem, we would like to study a method for simplifying relational proble...

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Bibliographic Details
Main Authors: Yu-je Ye, 葉育哲
Other Authors: Chou-Wen Wang
Format: Others
Language:zh-TW
Published: 2015
Online Access:http://ndltd.ncl.edu.tw/handle/69576016235306388309