The Performance and The Cost of Implementing Portfolio Insurance In Taiwan Stock Market
碩士 === 國立中興大學 === 財務金融系所 === 96 === In order to find the characteristic and operation of portfolio insurance strategies, this paper applies the principle of Constant Proportion Portfolio Insurance (CPPI) and Time-Invariant Portfolio Protection (TIPP) replication to the Taiwan Stock Market. For each...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/38808789062880989136 |