The Performance Analysis of Applying Technical Indicators to Strategic Hedging Model
碩士 === 國立高雄科技大學 === 金融資訊系 === 107 === The paper explores whether the rate of return can exceed the buy-and-hold rate under the optimal strategic hedging model. The past research on risk avoidance topics mainly focused on comprehensive hedging by various hedge ratios derived from different financial...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/juyypx |