※ 引述《makbex (x-japan的悸動)》之銘言：
: ※ 引述《ohafra (ohafra)》之銘言：
: : 立芳
: : Efficient Use of Commodity Futures in Diversified Portfolios 2000
: : GERALD R. JENSEN*
: : ROBERT R. JOHNSON
: : JEFFREY M. MERCER
: 家宇改題目
: Value at risk estimation for dynamic hedging
: YUJI YAMADA (2002)
銘輝
AN EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN THE HEDGE RATIO AND HEDGING
HORIZON: A SIMULTANEOUS ESTIMATION OF THE SHORT- AND LONG-RUN HEDGE RATIOS
SHENG-SYAN CHEN*
CHENG-FEW LEE
KESHAB SHRESTHA
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◆ From: 61.223.206.154
※ 編輯: ShadowHunter 來自: 61.223.206.154 (12/14 00:34)