Please use this identifier to cite or link to this item:
https://ah.lib.nccu.edu.tw/handle/140.119/64612
題名: | Non-Myopic Portfolio Choice with Minimum Guarantees | 其他題名: | 保證收益基金之最適跨期資產選擇 | 作者: | Chang,Shih-Chieh ;Hwang,Ya-Wen 張士傑;黃雅文 |
貢獻者: | 風管系 | 關鍵詞: | 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 |
日期: | Apr-2010 | 上傳時間: | 12-Mar-2014 | 關聯: | 證券市場發展季刊, 22(1), 73-104 | 資料類型: | article |
Appears in Collections: | 期刊論文 |
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