Please use this identifier to cite or link to this item: https://ah.nccu.edu.tw/handle/140.119/64612


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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