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Keywords: Trading Strategy
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2014) 22 (1): 25–44.
Published: 28 February 2014
... investment strategy by extracting some information from the unrealized capital gains. Disposition Effect Unrealized Capital Gains Expected Return Stock Index Futures Trading Strategy © 2014 Emerald Publishing Limited 2014 This article is published under the Creative Commons Attribution (CC...
Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2005) 13 (1): 77–97.
Published: 31 May 2005
... such a forecast‘ profit via trading KTB and KTF can be realized. Interest Rate Term Structure Hedging Strategy Trading Strategy © 2005 Emerald Publishing Limited 2005 This article is published under the Creative Commons Attribution (CC BY 4.0) licence. Anyone may reproduce, distribute, translate...
