Please use this identifier to cite or link to this item: http://hdl.handle.net/11455/73626
標題: 隨機環境下利用跨期避險與不可交易資產求解資產配置的迷思
Resolving+the+Asset+Allocation+Puzzle+with+Intertemporal+Hedging+and+Nontraded+Assets+in+the+Stochastic+Environment
作者: 顏錫銘
徐辜元宏
關鍵字: 資產配置迷思;隨機投資機會;不完全市場;跨期模型;擾動法
出版社: 臺中市:國立中興大學企業管理學系財務金融學系
Project: 臺灣管理學刊, Volume 2, Issue 2, Page(s) 1-20.
URI: http://hdl.handle.net/11455/73626
Appears in Collections:第02卷 第02期
管理學院

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