The Empirical Results of The Minimizing Riskiness Hedging Strategy on USD/TWD Market
碩士 === 國立臺灣大學 === 財務金融學研究所 === 107 === The thesis refers to a new hedging strategy derived from "Riskiness minimizing spot-futures hedge ratio" written by Yi-Ting Chen、Keng-Yu Ho and Larry Y.Tzeng in 2014 and brings it to application on the USD/TWD market. The new hedging strategy uses Ris...
| 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/545kbe |