Options and the Tailoring of Risk/Return Characteristics for the Underlying Asset: Theory and Empirical Test
博士 === 國立高雄第一科技大學 === 財務金融學院博士班 === 105 === Understanding the return distributions of portfolio with options is important because options have altered the return distribution of the underlying asset and its risk/return characteristics. To explore these risk/return characteristics, existing liter...
| 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/m284x9 |