考慮Functionally Generated Portfolios 加上手續費的實證分析

Title:	考慮Functionally Generated Portfolios 加上手續費的實證分析 Functionally Generated Portfolios with Transaction Cost: Empirical Study
Authors:	吳麗謹許元春 Wu, Li Jin Sheu, Yuan-Chung 應用數學系所
Keywords:	函數生成投資組合;相對套利;functionally generated portfolios;relative arbitrage
Issue Date:	2015
URI:	http://etd.lib.nctu.edu.tw/cdrfb3/record/nctu/#GT070252205 http://hdl.handle.net/11536/143413
Appears in Collections:	Thesis