The Return/Risk Characteristics of Option’s Combination Strategies and the Timing of Their Applications: Theory and Empirical Tests
博士 === 國立高雄科技大學 === 財務金融學院博士班 === 107 === To understand the return distributions of optioned portfolios is important because the return distribution of the underlying asset and their return/risk characteristics have been altered by the options. Thus, investors are able to precisely tailor the re...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/833jrs |