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    Items for Author "Yeh, Tsai-jung" 

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    Showing 7 items.

    Collection Date Title Authors Bitstream
    [管理科學學系暨研究所] 學位論文 2015 考慮高階動差的避險組合風險值回顧測試與避險效益 葉財榮; Yeh, Tsai-Jung
    [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 2018-11-29 Comparing Hedging Effectiveness of Portfolios in the Greater Chinese Stock Exchanges: Evidence from a Modified Value-at-Risk Model Chuang, Chung-Chu; Wang, Yi-Hsien; Yeh, Tsai-Jung
    [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

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