頁籤選單縮合
題名 | 以指數股票型基金為股票權證替代避險標的之模型建構與效益分析=Model Building and Benefit Analysis for Taking the Exchange Traded Fund as Alternative Hedging Object of Stock Warrants |
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作者 | 黃明官; 顏宗楷; 林承澤; Huang, Ming-guan; Yen, Tsung-kai; Lin, Chen-che; |
期刊 | 期貨與選擇權學刊 |
出版日期 | 20140800 |
卷期 | 7:2 2014.08[民103.08] |
頁次 | 頁35-77 |
分類號 | 563.538 |
語文 | chi |
關鍵詞 | 股票權證; 權證避險策略; 指數股票型基金; Stock warrants; Warrant hedging strategy; Exchange traded fund; |