選擇權與ETF之避險及跨式策略研究
碩士 === 國立中正大學 === 財務金融系研究所 === 105 === This research uses leveraged and inverse exchange traded funds (ETFs) benchmarked to the S&P 500 Index and the put option of SPY to build hedging and straddle strategies. The empirical findings indicate that the Proshares Short S&P 500(SH) is the best h...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/02020951426661394672 |