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Items for Author "Chuang, Shuo-Li"
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Showing 6 items.
Collection
Date
Title
Authors
Bitstream
[管理科學學系暨研究所] 會議論文
2013-05
Using Higher Moments to Estimate the Conditional Value at Risk of the Minimum Variance Hedging portfolio: Evidence from Hang Seng Stock Index Futures
Chuang, Chung-chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
;
Chuang, Shuo-Li
[管理科學學系暨研究所] 期刊論文
2015-02-02
Hedging effectiveness of the hedged portfolio: the expected utility maximization subject to the value-at risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
;
Chuang, Shuo-Li
;
Chung-Chu Chuang
[管理科學學系暨研究所] 期刊論文
2014-10-01
Backtesting VaR in consideration of the higher moments of the distribution for minimum-variance hedging portfolios
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
;
Chuang, Shuo-Li
;
Chuang, Chung-Chu
[管理科學學系暨研究所] 期刊論文
2012-10-01
Estimation of the conditional value at risk of a minimum variance hedging portfolio via distribution kurtosis
Chuang, Chung-chu
;
Wang, Yi-hsien
;
Yeh, Tsai-jung
;
Chuang, Shuo-li
;
Chuang, Chung-Chu
[管理科學學系暨研究所] 期刊論文
2012-08-01
Asymmetric Dynamic Hedging Effectiveness: Evidence from Taiwan Stock Index Futures
Chuang, Chung-chu
;
Wang, Yi-hsien
;
Yeh, Tsai-jung
;
Chuang, Shuo-li
;
Chuang, Chung-chu
[管理科學學系暨研究所] 期刊論文
2005-03
The Impacts of Warrants Issuance on the Price and Trading Volumes of the Underlying Stock: The Call Warrants Case of Taiwan Stock Exchange
Chuang, Chung-chu
;
Chuang, Shuo-li
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