The study of stocks index futures hedging performance
碩士 === 國立臺北大學 === 企業管理學系 === 91 === The study is to compare the differeces of two stocks index futures hedging methods;the first method is minimum variance concept,here we use OLS model and Garch model;the second is only consider the risk of loss,we use the LPM model 。Our study target is Taiwan Stoc...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2003
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| Online Access: | http://ndltd.ncl.edu.tw/handle/63575528313894906284 |