The Analysis of Alpha Arbitrage Strategy Performance
碩士 === 輔仁大學 === 金融與國際企業學系金融碩士班 === 99 === Basically, Alpha strategy is a tool used for quantitative stock selection and used index futures. Applying the market-neutral strategy to avoid the risk of the market, in pursuit of a absolutely stable return. In this study, the Alpha strategy is adopted t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/64490567752208828323 |