The Comparison of the Performance between Stop Loss and Buy-and-Hold Strategy in Taiwan Stock Index Futures Market.
碩士 === 國立虎尾科技大學 === 財務金融研究所 === 103 === The purpose of this study is to compare the performance between stop loss and buy-and-hold strategy in Taiwan Stock Index Futures Market. The data used is daily data of Index Futures contracts and spans from 2st January 2006 to 7th November 2013. The empirical...
Main Authors: | Hao-Teng Hsu, 許顥騰 |
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Other Authors: | Jiang-He Hsu |
Format: | Others |
Language: | zh-TW |
Published: |
2015
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Online Access: | http://ndltd.ncl.edu.tw/handle/at9kx2 |
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