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題名:期貨對沖策略之原理與運用
書刊名:證券市場發展季刊
作者:蔡豐隆
出版日期:1991
卷期:12
頁次:頁91-112
主題關鍵詞:期貨策略
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:3
  • 點閱點閱:14
期刊論文
1.Working, H.(1962)。New Concepts Concerning Futures Markets and Prices。American Economic Review,51(2),431-459。  new window
2.Working, H.(1949)。The Theory of the Price of Storage。American Economic Review,39,1254-1262。  new window
3.Working, H.(1953)。Futures Trading and Hedging。American Economic Review,43,314-343。  new window
4.何京勝(19860600)。風險情況下毛豬運銷策略的研究。農業經濟半年刊,39,27-33。new window  延伸查詢new window
5.何京勝(1984)。風險情況下農場業務組合--有效界限之敏感度分析。農業經濟論文專集,19。  延伸查詢new window
6.何京勝(19840600)。二次風險規劃模式在農場經營的應用。農業經濟半年刊,35,1-24。new window  延伸查詢new window
7.盧飛山(1984)。芝加哥交易所大宗穀物期貨合約簡介。飼料工業,12(2)。  延伸查詢new window
8.(1984)。對冲之基本認識。飼料工業,12(10)。  延伸查詢new window
9.(1984)。對冲之基本認識。飼料工業,12(11)。  延伸查詢new window
10.(1984)。對冲之基本認識。飼料工業,12(12)。  延伸查詢new window
11.Baumal, W. J.(1963)。An expected Gain-confidence limit criterion for portfolio selection。Mgt. Sci.,1963(10),174-181。  new window
12.Johnson, L. L.(1960)。The Theory of Hedging and Speculation in Commodity Futures。REST,74,139-151。  new window
13.Stein, J. L.(1961)。The simultaneous determination of spot and future prices。AER,1961(5),1012-1025。  new window
14.Wolfe, P.(1959)。The Simplex Method of Quadratic Programming。Econometrica,27,382-398。  new window
15.Working, H.(1958)。A theory of Anticipatory prices。The American Economic Review,48(2),188-199。  new window
16.Markowitz, Harry M.(1952)。Portfolio Selection。The Journal of Finance,7(1),77-91。  new window
17.Ederington, Louis H.(1979)。The Hedging Performance of the New Futures Markets。Journal of Finance,34(1),157-170。  new window
18.Gray, Roger W.、Rutledge, David J. S.(1971)。The Economics of Commodity Futures Markets: A Survey。Review of Marketing and Agricultural Economics,39(4),57-108。  new window
19.Tobin, James(1958)。Liquidity Preference as Behavior Toward Risk。Review of Economic Studies,25(2),65-86。  new window
會議論文
1.何京勝(1985)。風險情況下農場資金需求模式之研究。台灣金融問題研討會,85-112。  延伸查詢new window
學位論文
1.何京勝(1984)。台灣大宗穀物進口之有效採購策略之研究(碩士論文)。國立中興大學。  延伸查詢new window
圖書
1.Markowitz, H. M.(1959)。Portfolio Selection: Efficient Diversification of Investments。New York:John Wiley and Sons。  new window
2.Sharpe, William F.(1970)。Portfolio Theory and Capital Markets。New York:McGraw-Hill Book Company。  new window
3.李宗賢(1981)。國際商品期貨交易操作。巨浪出版社。  延伸查詢new window
4.Alpha, C. C.(1974)。Fundamental Methods of Mathematical Economics。McGraw-Hill, Inc.。  new window
5.Hieronynus, A. T.(1971)。Economics of Future Trading-for Commercial & Personal profit。N.Y.:Commodity Research Bureau, Inc.。  new window
6.Knight, F. H.(1965)。Risk, Uncertainty and Project。Harper & Row。  new window
7.Leuthold, R. M.(1975)。Actual and potential use of the livestock futures market by Illinois producers。Department of Agricultural Economics, Univ. of Illinois Champaign-Urbana。  new window
8.(1975)。The Hedger's Handbook。Merrill Lynch, Pierce, Fenner & Smith, Inc.。  new window
9.Madden, Paul(1986)。Concavity and Optimization in Microeconomics。New York:Rasil Blackwell Inc.。  new window
10.Roger, C. P. B.、Walker, David A.(1976)。Mathematical Programming for Economics and Business。The Lowa State University press。  new window
11.Seidel, A. D.、Ginsberg, P. M.(1983)。Commodities Trading Foundations, Analysis, and Operations。New Jersey:Prentice-Hall, Inc.。  new window
12.Varian, H. R.(1984)。Microeconomics Analysis。New York:W. W. Norton & Company, Inc.。  new window
13.Takayama, T.、Batterhans, R. L.(1972)。Portfolios Selection and Resource Allocation for Financial and Agricultural Firms with the Rand Qp360 Quadratic Programming Code。University of Illinois。  new window
單篇論文
1.Chen, W. S.(1976)。Hedging for risk reduce and portfolio selection,University of Illinois。  new window
 
 
 
 
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