An Empirical of CPPI of TIPP On Taiwan stock Group Index Future

碩士 === 真理大學 === 經濟學系財經碩士班 === 101 === The purpose of this research is to discuss the concept of the investment portfolio insurance strategy alone with profitable effect of the investment portfolio insurance strategy and their hedging strategy effect. The main insurance strategy is based on the TSEC...

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Bibliographic Details
Main Authors: Kai-Zhong Lee, 李中凱
Other Authors: Chang-Kuo Hu
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/11398677911289300371