Re: [公告] 財風報告順序&題目
※ 引述《flatta (....)》之銘言：
12/3 益誠 子育 秉縉 書筠 雅晴 渝慧 小墨 明雅
12/10 阿廖 哲瑄 宏爺 冠儒 建偉 成豫 潘大 阿婆 秀綾
12/17 申牧 欣儒 映汝 佳嘉 小胡 郁雯 韋汝 hesi 瑋庭
12/24 阿吉 朱哥 國禎 月玲 郭子 浩綱 柏毅 怡廷 宗學
12/31 浣熊 坤祐 百庭 心瑜 尚文 暉仁 紀佑 雅儀 陳韋伶
請大家記好自己的日期跟順序 有問題的可以找人換
有找好題目的人寄信給我就好 我再把他加進來
不然版上有點亂
報告題目
wistar : "Futures-Trading Activity and Stock Price Volatility",
Hendirk Bessembinder; Paul J. Seguin
The Journal of Finance, Vol. 47, No. 5.(Dec. 1992)
秀綾 : "Exposure-Based cash-flow-at-risk: An Alternative to VaR for
industrial Companies",
Niclas Andren, Hakan Jankensgard, and Lars Oxelheim
Hessin : "PriceVolatility,TradingVolume,and Market Depth : Evidence from
Futures Markets",
Hendirk Bessembinder; Paul J. Seguin
The Journal of Financial and quantitative analysis,
Vol.28, No. 1.(Mar. 19 93)
月玲: Risk management for asset managers: A test of relative VaR
Maspero and Saita, Journal of Asset Management (2005)
坤祐 On the Determinants of Corporate Hedging-Journal of Finance
浩綱 Optimal portfolio selection in a Value-at-Risak framework
Rachel camphell Ronald Huisman Kees Koedijk 2000
沒有錯 這就是Dr.Huang 上週上課的paper
成豫 The Risk Effects of Combining Banking,
Securities, and Insurance Activities
Journal of Economics and Business 2000; 52:485–497
申牧 Empirical analysis of GARCH models in value at risk estimation
Journal of international financial markets, institutions and money
Mike K.P. So ,Philip L.H. Yu
柏毅 A guide to choosing absolute bank capital requiremens
Journal of banking and finance
Mark Carey
雅儀: Hedging Performance and Basis Risk in Stock Index Futures
Stephen Figlewski
The Journal of Finance, Vol. 39, No. 3
心瑜 An empirical analysis of multi-period hedges:
Applications to commercial and investment
Hilliard and huang
秉縉 2002 Applied Financial Economics
"Evaluating the hedging performance of the constant
correlation GARCH model"
佳嘉 2003 Applied Economics
"The Hedging performance of electicity futures on the
Nordic power exchange
阿婆 The Risk Management Decision in the Total Business Setting
Robert & Stephen
The Journal of Risk and Insurance
欣儒 Foreign investment with inflation-linked securities: A
natural hedge under Fisher theory?
Anthony F. Herbst, Joseph S.K. Wu
Global Finance Journal(2007)
韋汝: Do banks overstate their value-at-risk ?
Christophe Perignon, Zi Yin Deng, Zhi Jun Wang
Journal of banking and finance, 2007
竣盛：Conditional OLS Minimum Variance Hedge Ratio
Joelle Miffre
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 218.171.54.127
※ 編輯: flatta 來自: 218.171.54.127 (11/28 23:05)
※ 編輯: flatta 來自: 218.171.54.48 (11/29 12:47)
※ 編輯: flatta 來自: 140.123.165.154 (11/29 16:03)
--
※ 發信站: 批踢踢實業坊(ptt.cc)
◆ From: 140.123.165.147
討論串 (同標題文章)
以下文章回應了本文：
完整討論串 (本文為第 2 之 18 篇)：