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Showing items 1-9 of 9 (1 Page(s) Totally)
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| 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 |
Showing items 1-9 of 9 (1 Page(s) Totally)
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