Analysis of optimal hedge ratio and hedging effectiveness in Taiwan stock exchange capitalization weighted stock index (TAIEX) futures

Jahja, Jason Aditya and Yanuarti, Ika (2018) Analysis of optimal hedge ratio and hedging effectiveness in Taiwan stock exchange capitalization weighted stock index (TAIEX) futures. In: Proceedings of the 15th International Symposium on Management (INSYMA 2018).

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Item Type: Conference or Workshop Item (Paper)
Subjects: 300 Social Sciences > 330 Economics > 332 Financial Economics (Shares, Investment) > 332.6 Investment
Divisions: Faculty of Business > Management
Depositing User: Administrator UMN Library
Date Deposited: 23 May 2025 04:25
Last Modified: 23 May 2025 04:25
URI: https://kc.umn.ac.id/id/eprint/37330

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