Empirical studies of portfolio replication: Baltic dry index
碩士 === 國立政治大學 === 國際經營與貿易學系 === 106 === In this paper, I apply the economic tracking portfolio (ETP) approach developed by Lamont (2001) to track Baltic Dry Index (BDI). According to previous studies of ETP, such as Christoffersen (2000), Hayes (2001), Junttila (2004) and Raunig (2007), ETP is teste...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/f36sjw |