A Study of Hedge Strategy on Taiwan 50 Index.
碩士 === 樹德科技大學 === 金融與風險管理系碩士班 === 100 === This study chose TAIEX and FTSE TWSE Taiwan 50 Index representing Taiwan stock as hedge targets, centering on three futures: TX, MTX and T5F to investigate hedge strategy and performance with respect to spot price change in Taiwan. We consider that noise dea...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/08240833811546518406 |