Constant Proportion Portfolio Insurance using dynamic adjusting factors - An empiric study of VIX indicator
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 95 === Over the last few years, domestic investment activity has been growing fast, local investors are agressively seeking opportunities to get the highest possible return for their free capital. While risk and return are always going side be side, investors have to...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28269988507819131392 |