獨特性風險波動率之趨勢: 共同基金持股與衍生性市場交易之實證

標題:	獨特性風險波動率之趨勢: 共同基金持股與衍生性市場交易之實證 Recent Dynamics of Idiosyncratic Volatility: Evidences from Mutual Fund Holding and Derivatives Trading
作者:	周佑恩 Chou, Yu-En 黃宜侯 Huang, Yi-Hou 財務金融研究所
關鍵字:	獨特性波動率;資訊風險;共同基金持股;波動率風險溢酬;隱含波動率曲線斜率;Idiosyncratic Volatility;Information Risk;Mutual Fund Holding;Volatility Risk Premium;the Slope of Implied Volatility Curve
公開日期:	2015
URI:	http://140.113.39.130/cdrfb3/record/nctu/#GT070253936 http://hdl.handle.net/11536/126632
Appears in Collections:	Thesis