Hedging Mutual Fund Using Stock Index Futures - A Comparison of Various Hedging Models
碩士 === 淡江大學 === 財務金融學系 === 86 === Individual investors as well as fund managers are often exposed under the market risk. Index futures provide an effective tool to hedge the systemtic risk. This thesis studies the performance of various he...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
1998
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| Online Access: | http://ndltd.ncl.edu.tw/handle/53510330434455307839 |