玲華
The Effects of Asymmetries on Optimal Hedge Ratios
Brooks, Chris; Henry, Olan T.; Persand, Gita (2002)

家宇
Value at risk estimation for dynamic hedging
YUJI YAMADA  (2002)

韻茹
Operational Risk:A Practitioner's view (2003)
Silvan Ebnother,Paolo Vanini,Alexander McNeil, and Pierre Antolinez

西瓜
A TARCH examination of the return volatility-volume relationship in
electricity futures.
Lester Hadsell

傻瓜(livingroom)
A Markov regime switching approach for hedging stock indices
Alizadeh and Nomikos (2003)

皓文
The efficiency of cross hedge model for currencies
among Asian four dragons(2001)

ivy
Risk Management on large capital project
Lisa Turnbaugh, 2005

筱琪
A guide to choosing absolute bank capital requirements
Mark Carey 2002

龜龜
The hedging effectiveness of constant and time-varying hedge ratios
using three Pacific Basin stock futures
Choudhry, Taufiq  2004

ayuki
The Incorporation of Risk in the Capital Budgeting Decision
John H. Hall 2001

政鋒
The Forecast Quality of CBOE Implied Volatility Indexes
Charles J.Corrado & Thomas W.Miller,JR. (2004)

小蛙
Empirical analysis of GARCH models in value at risk estimation
Mile K.P.So,Philip L.H.Yu (2005)

立芳
Efficient Use of Commodity Futures in Diversified Portfolios 2000
GERALD R. JENSEN*
ROBERT R. JOHNSON
JEFFREY M. MERCER

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

瑄宜
Hedging and Value at risk.
Richard D. F.Harris
Jian Shen

義旻
Robust Estimation Of The Optimal Hedge Ratio
RICHARD D.F.HARRIS
JIAN SHEN                  (2003)

博仁
Predicting Agency Rating Migrations with Spread Implied Ratings
Jianming Kou
Simone Varotto

小政
An analytic approach to credit risk of large corporate and loan portfolio
Andre Lucas

玲華
Conditional OLS Minimum Variance Hedge Ratios
JOELLE MIFFRE (2004)