Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Ling Jhen Jhang"'
Publikováno v:
Pacific-Basin Finance Journal. 37:35-51
This study examines the usefulness of incorporating investor sentiment, weather, and catastrophe effects into the benchmark volatility model for an effective hedging strategy in the Taiwan options market. The empirical results indicate that investor
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::76c397981b3adb08eca8fe052adbc7c1
https://doi.org/10.1016/j.pacfin.2016.03.002
https://doi.org/10.1016/j.pacfin.2016.03.002
Autor:
Ling-Jhen Jhang, 張綾真
102
This study examines an algorithm for an effective option hedging strategy with investor sentiments and weather factors to raise the hedging performances in a portfolio. Both of multiple regression and stepwise regression methods are used to
This study examines an algorithm for an effective option hedging strategy with investor sentiments and weather factors to raise the hedging performances in a portfolio. Both of multiple regression and stepwise regression methods are used to
Externí odkaz:
http://ndltd.ncl.edu.tw/handle/ky2jtm
