English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  Items with full text/Total items : 110934/141854 (78%)
Visitors : 47780036      Online Users : 515
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
Scope Tips:
  • please add "double quotation mark" for query phrases to get precise results
  • please goto advance search for comprehansive author search
    •  Adv. Search
    Home ‧ Login ‧ Upload ‧ Help ‧ About ‧ Administer Goto mobile version


    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/87846


    Title: 國際投資之最適避險策略
    The Optimal Hedging Strategies Of International Investments
    Authors: 蕭文麒
    Hsiao, Wen Chi
    Contributors: 林柏生
    蕭文麒
    Hsiao, Wen Chi
    Date: 1991
    Issue Date: 2016-04-29 09:15:10 (UTC+8)
    Reference: 1? Adler, M. and Determple, J.B(1988),"Hedging with Futures in an Intertemporal Portfolio Context", Journal of Futures Markets, Vol. 8, No.3,p.249~269.
    2? Adler M. and B. Dumas(983), "International Portfolio Choice and Corporation Finance: A Synthesis. ", Journal of Finance., June p.925-984.
    3? Breeden, D. T.(1979), "An Intertemporal Asset Pricing Model with Stochastic Consumption and Investment Opportunities. ", Journal of Financial Economics, September, p.265~296.
    4? Brennan, M. J. and E. S. Schwartz(1979), "Acontinuous Time Apporoach to the Pricing of Bonds.", Journal of Banking and Finance, No.3, p.133-155.
    5? Feenstra, Robert C. (1986), "Functional Equivalence Between Liquidity Costs and the Utility of Money", Journal of Monetary Economics, p.271~291.
    6? Grauer, F. L. A. , R. H. Litzenberger, and R. E. Stehle(1976), "Sharing Rules and Equilibrium in an International Capital Markets Under Uncertainty.", Journal of Financial Economics. , No.3, p. 231~256.
    7? Kazemi,H.B(1985), "Investors` Behavior and Equilibrium Relationships inInternational Financial Markets under Uncertainty: A Continuous time Approach. ", Unpublished paper, Graduate school of Business Administration, University of Michigan.
    8? Kazerni, H. B. (1991), "Time-varying Risk Premiums in Forward Exchange Rates and Deviations from PPP", Recent Developments In International Banking and Finance, p.177-201.
    9? Matthew, J. Celebuski (etal)(1990), "Managing Currency Exposures in International Portfolios", Financial Analysts Journal, No.1, p.16-23.
    10? Merton, R.C.(l973), "An Intertemporal Asset Pricing Model", Econometrica, September, p.867-887.
    11? Solnik, B. (1974), "An Equilibrium Model of the International Capital Market.", Journal of Economic Theory, August,p.500~524.
    12? Solnik, B. (1989), "Optimal Currency Hedge Ratios: the influence of the Interest Rate Dilfferential", Pacific Basin Finance Conference, Taipei, March1989.
    13? Stulz, R. (1981), "A Model of International Asset Pricing. ", Journal of Financial Economics, December, p. 383-406.
    14? Stulz, R.(1983), "The Demand for Foreign Bonds.", Journal of International Economics, May, p.225-238.
    15? Stulz, R.(984), "Currency Preferences, Purchasing Power Risks, and the Determination of Exchange Rate in an Optimizing Model", Journal of Money, credit and Banking, August, p. 302-316.
    16? Mallliar is, A. G. and W. A. Brock, "Stochastic Methods in Economics and Finance".
    Description: 碩士
    國立政治大學
    國際經營與貿易學系
    Source URI: http://thesis.lib.nccu.edu.tw/record/#B2002003371
    Data Type: thesis
    Appears in Collections:[國際經營與貿易學系 ] 學位論文

    Files in This Item:

    File SizeFormat
    index.html0KbHTML2273View/Open


    All items in 政大典藏 are protected by copyright, with all rights reserved.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - Feedback