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Institution Date Title Author
淡江大學 2015-02-02 Hedging effectiveness of the hedged portfolio: the expected utility maximization subject to the value-at risk approach Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; Chuang, Shuo-Li
中國文化大學 2015 Hedging effectiveness of the hedged portfolio: the expected utility maximization subject to the value-at-risk approach Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; Chuang, Shuo-Li
中國文化大學 2014-10 Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; Chuang, Shuo-Li
淡江大學 2014-10 Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; Chuang, Shuo-Li
淡江大學 2013-05 Using Higher Moments to Estimate the Conditional Value at Risk of the Minimum Variance Hedging portfolio: Evidence from Hang Seng Stock Index Futures Chuang, Chung-chu; Wang, Yi-Hsien; Yeh, Tsai-Jung; Chuang, Shuo-Li
淡江大學 2012-10 Estimation of the conditional value at risk of a minimum variance hedging portfolio via distribution kurtosis Chuang, Chung-chu; Wang, Yi-hsien; Yeh, Tsai-jung; Chuang, Shuo-li
淡江大學 2012-08 Asymmetric Dynamic Hedging Effectiveness: Evidence from Taiwan Stock Index Futures Chuang, Chung-chu; Wang, Yi-hsien; Yeh, Tsai-jung; Chuang, Shuo-li
淡江大學 2005-03 The Impacts of Warrants Issuance on the Price and Trading Volumes of the Underlying Stock: The Call Warrants Case of Taiwan Stock Exchange Chuang, Chung-chu; Chuang, Shuo-li
國立臺灣大學 2004 台灣汽車車體險理賠因素分析:受限制分量迴歸之應用 莊碩立; Chuang, Shuo-Li

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