The Comparison of the Performance between Stop Loss and Buy-and-Hold Strategy in Taiwan Stock Index Futures Market.
碩士 === 國立虎尾科技大學 === 財務金融研究所 === 103 === The purpose of this study is to compare the performance between stop loss and buy-and-hold strategy in Taiwan Stock Index Futures Market. The data used is daily data of Index Futures contracts and spans from 2st January 2006 to 7th November 2013. The empirical...
| 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/at9kx2 |