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Showing items 1-9 of 9  (1 Page(s) Totally)
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Institution Date Title Author
淡江大學 2018-11-29 Comparing Hedging Effectiveness of Portfolios in the Greater Chinese Stock Exchanges: Evidence from a Modified Value-at-Risk Model Chuang, Chung-Chu;Wang, Yi-Hsien;Yeh, Tsai-Jung
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
淡江大學 2015 考慮高階動差的避險組合風險值回顧測試與避險效益 葉財榮;Yeh, Tsai-Jung
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

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