許江河
Overview
| Works: | 2 works in 5 publications in 1 languages | |
|---|---|---|
Titles
臺指選擇權評價與臺指期貨波動度套利之實證研究 = Empirical Study of Evaluation of the TAIEX Index Options and the Volatility Arbitrage with the Taiwan Stock Index Futures
by:
許江河; Philip Hsu; Chia-Min Lin; 林家民
(Language materials, printed)
風險預測、條件風險值與最適投資組合績效 = Risk measure, conditional var and the performance of portfolio optimization
by:
羅妃珊; 許江河; Philip Hsu; Fei-Shan Luo
(Language materials, printed)
台灣國內股票型基金績效與投資策略 = Performance of domestic equity fund listed in taiwan and trading strategies
by:
吳佳馨; Philip Hsu; 許江河; Chia-Hsin Wu
(Language materials, printed)
Subjects
財務金融
Contrarian Strategies
Option Pricing
拔靴法
Volatility Forecasting Model
電腦應用
Selectivity
波動度預測模型
EXCEL(電腦程式)
Portfolio Management； Value-at-Risk； Conditional Value-at-Risk； EQMA； EWMA； Bootstrap
Market timing
台指期貨
波動度套利
Bootstrap
擇時能力
Taiwan Stock Index Futures,
反向策略
動能策略
台指選擇權
Taiwan Stock Index Options
會計
選股能力
Momentum Strategies
投資組合；風險值；條件風險值；EQMA；EWMA；Bootstrap
Volatility Arbitrage
選擇權評價