Portfolio Value And The Optimal Hedge Ratio
碩士 === 東海大學 === 財務金融學系碩士在職專班 === 100 === To make the stock portfolio will not suffer huge losses in the broader stock index fell , and the value of its investment portfolio to maintain stability . Therefore, this study has a basket of equity portfolio investment , for fear fell taken short hedging s...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/19991715402624703901 |