Re: [公告] 財風報告順序&題目
看板CCUfinGrad95作者SAPPHEIORS (SAPPHEIORS)時間18年前 (2007/12/08 13:59)推噓0(0推 0噓 0→)留言0則, 0人參與討論串3/18 (看更多)
※ 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: Exiration day effects of index futures and options:
: evidence from a market with a long settlement period.
: Applied Financial Economics,2004
: 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
: 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
: 朱哥 project risk analysis and management
: the association for project management
: 建偉 The hedging eVectiveness of stock index fixtures:
: evidence for the FTSE-100 and FTSE-mid250 indexes traded in the UK
瑋庭 Interest rate futures and forwards:evidence form the sterling
futures and FRA markets
/Journal of international financial markets,institutions& money
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