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＜departmental bulletin paper＞
Application of Time-Varying Hedge based on Lower Partial Moment
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| Table of Contents | 1 はじめに 2 LPMとへッジ比率 3 Lien and Tse （1998）による分析の再考 4 条件付分布へのSkew-Student分布の適用 5 分析モデルと実証結果 6 おわりに |
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| Created Date | 2020.05.28 |
| Modified Date | 2020.10.14 |