Application of riskiness on spot-forwards hedge ratio
碩士 === 國立臺灣大學 === 財務金融學研究所 === 103 === This study investigates the effect of a new spot-futures hedging ratio method proposed by Yi-Ting Chen, Keng-Yu Ho, and Larry Y. Tzeng (2014), and that of a new performance measurement based on Sharpe ratio. These methods determine the optimal hedge ratio b...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/hf727q |