Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/13020


Title: Controlling the Shortfall Risks in Dynamic Asset Allocation
Other Titles: 利用動態資產配置控管市場跌價風險
Authors: 張士傑;李意豐
Keywords: 凸性;平賭過程;避險組合;選擇權;共同基金
Convex;Vasicek;Hedging portfolio;Option;Mutual fund
Date: 2007-07
Issue Date: 2008-12-08 11:10:12 (UTC+8)
Relation: 證券市場發展, 19(2), 79-118
Data Type: article
Appears in Collections:[風險管理與保險學系 ] 期刊論文

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