南華大學機構典藏系統:Item 987654321/7256
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    Please use this identifier to cite or link to this item: http://nhuir.nhu.edu.tw/handle/987654321/7256


    Title: 期望效用極大下的動態最適避險比率
    Other Titles: Optimal Dynmic Hedge Ratios in an Expected-Utility-Maximization Model
    Authors: 賴靖宜
    Contributors: 南華大學管理經濟學系暨經濟學研究所
    Keywords: 動態規劃;最適避險比率;二元GARCH模型;期望效用極大;Dynamic programming;Optimal hedge ration;Bivariate GARCH model;Expected utility maximization
    Date: 2001
    Issue Date: 2011-03-01 14:35:44 (UTC+8)
    Appears in Collections:[Department of Cultural & Creative Enterprise Management] NSTC Project

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