:::

詳目顯示

回上一頁
題名:A Comparison of the Risk/Return Characteristics between Protective Collars and Protective Puts and the Optimal Strike Prices
書刊名:期貨與選擇權學刊
作者:許溪南何怡滿
作者(外文):Hsu, HsinanHo, Emily
出版日期:2021
卷期:14:1
頁次:頁1-51
主題關鍵詞:保護性上下限保護性賣權下跌保護報酬與風險特徵最適履約價Protective collarsProtective putsDownside protectionReturn/risk characteristicsOptimal strike price
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:4
期刊論文
1.Aparicio, F. M.、Estrada, J.(2001)。Empirical Distributions of Stock Returns: European Securities Markets: 1990-95。European Journal of Finance,7(1),1-21。  new window
2.Bookstaber, R. M.、McDonald, J. B.(1987)。A General Distribution for Describing Security Price Returns。Journal of Business,60(3),401-424。  new window
3.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
4.Bettis, J. C.、Bizjak, J. M.、Lemmon, M. L.(2001)。Managerial ownership, incentive contracting, and the use of zero-cost collars and equity swaps by corporate insiders。Journal of financial and quantitative analysis,36(3),345-370。  new window
5.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
6.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
7.Fama, Eugene F.(1965)。The Behavior of Stock-Market Prices。Journal of Business,38(1),34-105。  new window
8.Richardson, M.、Smith, T.(1993)。A Test for Multivariate Normality in Stock Returns。Journal of Business,66(2),295-321。  new window
9.Ali, P.、Stapledon, G. P.(2000)。Having your options and eating them too: fences, zero-cost collars and executive share options。Company and Securities Law Journal,18(4),277-282。  new window
10.許溪南(20181200)。A Note on Three Properties of European Options。期貨與選擇權學刊,11(3),89-128。new window  延伸查詢new window
11.Israelov, R.、Klein, M.(2016)。Risk and Return of Equity Index Collar Strategies。Journal of Alternative Investments,19(1),41-54。  new window
12.Szado, E.、Schneeweis, T.(2011)。An Update of 'Loosening Your Collar: Alternative Implementations of QQQ Collars': Credit Crisis and Out-of-Sample Performance。SSRN Electronic Journal。  new window
13.Szado, E.、Schneeweis, T.(2010)。Loosening Your Collar: Alternative Implementations of QQQ Collars。Journal of Trading,5(2),35-56。  new window
14.Szado, E.、Kazemi, H. B.(2009)。Collaring the Cube: Protection Options for a QQQ ETF Portfolio。Journal of Alternative Investments,11(4),24-42。  new window
15.Westfall, P. H.(2014)。Kurtosis as Peakedness, 1905-2014. R.I.P.。The American Statistician,68(3),191-195。  new window
研究報告
1.El-Hassan, N.、Hall, A.、Tulunay, I.(2018)。Methods and Performances of Collar Strategies。University of Technology Sydney。  new window
圖書
1.Fama, E. F.(1976)。Foundations of Finance。New York:Basic Books。  new window
2.Devore, J. L.、Berk, K. N.(2007)。Modern Mathematical Statistics with Applications。Thomson Brooks/Core。  new window
3.Hull, John C.(2012)。Options, Futures, and Other Derivatives。Pearson Prentice Hall。  new window
其他
1.(2012)。Who Should Use Equity Collars?,http://www.cboe.com/strategies/pdf/equitycollarstrategy.pdf。  new window
2.McNeese, B.(2016)。Are the Skewness and Kurtosis Useful Statistics?,https://www.spcforexcel.com/knowledge/basic-statistics/are-skewness-and-kurtosis-useful-statistics。  new window
 
 
 
 
第一頁 上一頁 下一頁 最後一頁 top
:::
無相關博士論文
 
無相關書籍
 
無相關著作
 
QR Code
QRCODE