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題名 | A Comparison of the Risk/Return Characteristics between Protective Collars and Protective Puts and the Optimal Strike Prices=保護性上下限與保護性賣權之風險/報酬特徵比較及其最適履約價 |
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作者 | 許溪南; 何怡滿; Hsu, Hsinan; Ho, Emily; |
期刊 | 期貨與選擇權學刊 |
出版日期 | 20210400 |
卷期 | 14:1 2021.04[民110.04] |
頁次 | 頁1-51 |
分類號 | 562.1 |
語文 | eng |
關鍵詞 | 保護性上下限; 保護性賣權; 下跌保護; 報酬與風險特徵; 最適履約價; Protective collars; Protective puts; Downside protection; Return/risk characteristics; Optimal strike price; |