Using filter rule to analyze research the Taiwan stock market portfolio insurance strategy
碩士 === 國立高雄第一科技大學 === 財務管理所 === 92 === This article uses the Taiwan stock market index to take the research sign, and will filter rule to take the judgement stock market future the condition. Uses the portfolio insurance strategy has the synthetic put option, time-invariant portfolio protection stra...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2004
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Online Access: | http://ndltd.ncl.edu.tw/handle/59511675190226744755 |