Hedge Ratio for Multinational Stock Index
碩士 === 國立中央大學 === 財務金融學系 === 105 === Hedge is an important part of risk management. It comes up with a critical problem to be addressed in determine hedge ratio. In this paper, we propose three spot-futures hedging methods that determines the optimal hedge ratio by minimizing the riskiness of hedged...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15846816622152340257 |