Study of Market Neutral Hedge Fund Strategies

碩士 === 世新大學 === 財務金融學研究所(含碩專班) === 94 === This paper investigates the concept of market neutral hedge fund strategies. In this study, we attempt to construct strategies of market neutral hedge funds based on overreaction hypothesis and simulate trading in the foreign exchange market.We hope that the...

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Bibliographic Details
Main Authors: PO-yen Wu, 吳博彥
Other Authors: Shu-lng Liu
Format: Others
Language:zh-TW
Published: 2006
Online Access:http://ndltd.ncl.edu.tw/handle/74018828641402410816