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NTU Theses and Dissertations Repository
Browsing by Advisor Larry Y. Tzeng
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Showing results 1 to 6 of 6
Publication Year
Title
Author(s)
Department
2024
以AMCSD標準衡量股票、債券及黃金之表現
Assessing the performance of stocks, bonds, and gold using the AMCSD standard
陳柏諭
;
Po-Yu Chen
財務金融學系
2023
以標普500指數及其賣權建構風險性最小化之投資組合
Riskiness-minimizing Portfolio Consisting of S&P 500 Index and Put Options
鄭聰諭
;
Tsung-Yu Cheng
財務金融學系
2025
在新資料期間檢驗SVIX指標對市場報酬的預測力
Examining the Predictive Power of SVIX for Market Returns Over a New Sample Period
林禹丞
;
Yu-Cheng Lin
財務金融學系
2024
幾乎隨機優越方法下的選擇權價格隱含邊際效用比值上下界
Option-Implied Marginal Utility Ratio Bounds under an Almost Stochastic Dominance Approach
林友嵐
;
Yo-Lan Lin
財務金融學系
2025
樓層特徵對不動產價格與報酬的影響
The Impact of Floor Characteristics on Real Estate Prices and Returns
張致涓
;
Chih-Jen Chang
財務金融學系
2025
虛擬貨幣之波動度預測 - 多變量 GARCH-MIDAS 模型
More Than Just One Variable: Cryptocurrency Volatility Forecast Using Multivariate GARCH-MIDAS Model
尚浩嶽
;
Hao-Yueh Shang
財務金融學系