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    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 ", Unpublished paper, Graduate school of Business Administration, University of Michigan.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

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