A Study on Pair Trading Strategy – The Case of Taiwan Top50 ETF and Taiwan Index Option
碩士 === 國立交通大學 === 應用數學系所 === 102 === In this thesis, we discuss the strategies of holding Taiwan Top50 ETF permanently, and investors can sell Taiwan Weighted Index call option to hedge downside risk or make more profit. This study is based on two different investment concepts, using a modified MA...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85r3u6 |