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

完整後設資料紀錄

DC 欄位	值	語言
dc.contributor.author	周佑恩	en_US
dc.contributor.author	Chou, Yu-En	en_US
dc.contributor.author	黃宜侯	en_US
dc.contributor.author	Huang, Yi-Hou	en_US
dc.date.accessioned	2015-11-26T00:56:43Z	-
dc.date.available	2015-11-26T00:56:43Z	-
dc.date.issued	2015	en_US
dc.identifier.uri	http://140.113.39.130/cdrfb3/record/nctu/#GT070253936	en_US
dc.identifier.uri	http://hdl.handle.net/11536/126632	-
dc.language.iso	zh_TW	en_US
dc.subject	獨特性波動率	zh_TW
dc.subject	資訊風險	zh_TW
dc.subject	共同基金持股	zh_TW
dc.subject	波動率風險溢酬	zh_TW
dc.subject	隱含波動率曲線斜率	zh_TW
dc.subject	Idiosyncratic Volatility	en_US
dc.subject	Information Risk	en_US
dc.subject	Mutual Fund Holding	en_US
dc.subject	Volatility Risk Premium	en_US
dc.subject	the Slope of Implied Volatility Curve	en_US
dc.title	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	zh_TW
dc.title	Recent Dynamics of Idiosyncratic Volatility: Evidences from Mutual Fund Holding and Derivatives Trading	en_US
dc.type	Thesis	en_US
dc.contributor.department	財務金融研究所	zh_TW
顯示於類別：	畢業論文