- 學位論文
指數期貨於股票型基金避險之研究
The study of the use of Stock Index Futures to hedge Equity Funds
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參考文獻
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4.Eftekhari, B., (1998), “Lower Partial Moment Hedge Ratios,” Applied Financial Economics, 8, pp.645-652
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延伸閱讀
- 廖昱翔（2019）。指數期貨避險績效之研究〔碩士論文，淡江大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0002-2606201912242300
- 杜國賓（2008）。避險基金指數之風險值探討〔碩士論文，淡江大學〕。華藝線上圖書館。https://doi.org/10.6846/TKU.2008.00186
- 吳俞蓉（2012）。個股期貨契約避險績效之研究〔碩士論文，國立中正大學〕。華藝線上圖書館。https://www.airitilibrary.com/Article/Detail?DocID=U0033-2110201613504171
- Lin, Y. W. (2004). 加值指數型基金和市場中立型避險基金投資策略之研究 [master's thesis, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU.2004.10170
- 邱義興（2010）。A Study on the Impact of Stock Index on Mutual Funds〔碩士論文，中原大學〕。華藝線上圖書館。https://doi.org/10.6840/cycu201000014