An Empirical Study of Portfolio Insurance in Taiwan Stock Market-using SIMEX MSCI Taiwan Index Futures as The Adjustment Tool

碩士 === 國立臺灣大學 === 財務金融學系 === 86 === Portfolio insurance strategies can serve the needs of investors who wish their portfolios to be protected in bear markets and to participate in the upward appreciation in bull markets. The strategies can not be fulfille...

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Bibliographic Details
Main Author: 楊弘毅
Other Authors: Yun Lin
Format: Others
Language:zh-TW
Published: 1998
Online Access:http://ndltd.ncl.edu.tw/handle/03126469448145527717