Dynamic Proportion Portfolio Insurance with Genetic Programming and Market Volatility Factors Analysis
碩士 === 國立中央大學 === 資訊管理研究所 === 93 === This thesis proposes a dynamic proportion portfolio insurance (DPPI) strategy based on the popular constant proportion portfolio insurance (CPPI) strategy. The constant multiplier in CPPI is generally regarded as the risk multiplier. It helps investor easily to u...
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| Format: | Others |
| Language: | en_US |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/15220135835254930809 |