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
EXCEL(電腦程式)
Portfolio Management； Value-at-Risk； Conditional Value-at-Risk； EQMA； EWMA； Bootstrap
Market timing
財務金融
台指期貨
波動度套利
Bootstrap
Contrarian Strategies
Option Pricing
擇時能力
Taiwan Stock Index Futures,
反向策略
動能策略
拔靴法
台指選擇權
Taiwan Stock Index Options
會計
選股能力
Volatility Forecasting Model
Momentum Strategies
電腦應用
投資組合；風險值；條件風險值；EQMA；EWMA；Bootstrap
Selectivity
Volatility Arbitrage
選擇權評價
波動度預測模型