The Hedging Performances with Investor Sentiments and Weather Factors-Evidence from Taiwan Option Market
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 102 === This study examines an algorithm for an effective option hedging strategy with investor sentiments and weather factors to raise the hedging performances in a portfolio. Both of multiple regression and stepwise regression methods are used to estimate reali...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/ky2jtm |