An empirical study of the performance of the Portfolio Insurancethrough the adjustment of risk paramter
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 96 === Portfolio insurance is designed to give investors the ability to participate in upward market movements while limiting downside risk. The Time-Invariant Portfolio Protection (TIPP) and Constant Proportion Portfolio Insurance (CPPI) are the two relatively simpl...
| 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/30678189843848294668 |