An empirical study of option implied Riskiness in Taiwan market
碩士 === 國立臺灣大學 === 財務金融學研究所 === 101 === We employ the option implied “Riskiness” proposed by Bali, Cakici and Chabi-Yo (2011) to perform an empirical study in Taiwan stock market. The Riskiness defined by Aumann and Serrano (2008) and Foster and Hart (2009) are constructed with options with different...
| 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/05182288563840545281 |