On the Futures Trading Performance Combined with Portfolio Insurance-An Empirical Study of Taiwan Market
碩士 === 國立中興大學 === 高階經理人碩士在職專班 === 104 === The purpose of this study is to investigate the TAIEX futures trading performance combined with option-based portfolio insurance (OBPI). We conduct a two-stage empirical analysis as follows: To begin with, we construct the naked futures trading strategies us...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51859793362336409225 |