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https://ah.nccu.edu.tw/handle/140.119/64612
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| Title: | Non-Myopic Portfolio Choice with Minimum Guarantees |
| Other Titles: | 保證收益基金之最適跨期資產選擇 |
| Authors: | Chang,Shih-Chieh;Hwang,Ya-Wen 張士傑;黃雅文 |
| Contributors: | 風管系 |
| Keywords: | Minimum Guarantee;CRRA;Mutual Fund;Hedging Demand;Risk Aversion 收益保證;CRRA;共同基金;避險需求;風險規避 |
| Date: | 2010-04 |
| Issue Date: | 2014-03-12 16:04:10 (UTC+8) |
| Relation: | 證券市場發展季刊, 22(1), 73-104 |
| Data Type: | article |
| Appears in Collections: | [風險管理與保險學系] 期刊論文 |
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