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題名:選擇權之報酬與風險裁製功能
書刊名:臺灣銀行季刊
作者:許溪南
出版日期:2019
卷期:70:1
頁次:頁50-79
主題關鍵詞:選擇權的功能風險報酬風險偏好裁製功能
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:10
  • 點閱點閱:2
期刊論文
1.Ferguson, R.(1993)。Some Formulas for Evaluating Two Popular Option Strategies。Financial Analysts Journal,49(5),71-76。  new window
2.Merton, R. C.、Scholes, M. S.、Gladstein, M. L.(1978)。The returns and risk of alternative call option portfolio investment strategies。Journal of Business,51(2),183-242。  new window
3.Coval, J. D.、Shumway, T.(2001)。Expected Option Returns。Journal of Finance,56(3),983-1009。  new window
4.Smith, Clifford W. Jr.(1976)。Option Pricing: A Review。Journal of Financial Economics,3(1),3-51。  new window
5.Board, J.、Sutcliffe, C.、Patrinos, E.(2000)。The Performance of Covered Calls。European Journal of Finance,6(1),1-17。  new window
6.許溪南(20131100)。The Return Distribution, Properties, and Optimal Strike Price for the Portfolio Insurance Strategy。期貨與選擇權學刊,6(2),73-103。new window  new window
7.Yates, J. W.、Kopprasch, R. W.(1980)。Writing Covered Call Options: Profits and Risks。Journal of Portfolio Management,7(1),74-79。  new window
8.許溪南(20151200)。Options Trading, Buy Side or Sell Side? Theoretical Analysis and Interpretation。期貨與選擇權學刊,8(3),97-148。  new window
9.許溪南(20180600)。投資組合保險發展的回顧與展望。臺灣銀行季刊,69(2),109-130。new window  延伸查詢new window
10.許溪南、洪麗琴、闕河士(20170800)。The Usefulness of Options in Tailoring the Return/Risk Characteristics of the Underlying Asset。期貨與選擇權學刊,10(2),89-151。new window  延伸查詢new window
11.Kapadia, N.、Szado, E.(2007)。The Risk and Return Characteristics of the Buy-Write Strategy on the Russell 2000 Index。The Journal of Alternative Investments,9(4),39-56。  new window
12.許溪南(20130500)。On the Option Expected Return and Risk Characteristics。期貨與選擇權學刊,6(1),59-90。new window  延伸查詢new window
圖書論文
1.Bookstaber, R.、Clarke, R.(1997)。Options can alter portfolio return distributions。Streetwise: The Best of the Journal of Portfolio Management。New Jersey:Princeton University Press。  new window
2.Brenner, M.(1990)。Stock Index Options。Financial Options: From Theory to Practice。NY:Irwin Professional Publishing。  new window
3.Figlewski, S.(1990)。Basic Price Relationships and Basic Trading Strategies。Financial Options: from Theory to Practice。NY:Irwin Publishing,。  new window
 
 
 
 
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