Goal-Directed Portfolio Insurance Strategies
博士 === 國立中央大學 === 資訊管理研究所 === 94 === Traditional portfolio insurance (PI) strategy such as constant proportion portfolio insurance (CPPI) only considers the floor constraint but not the goal aspect. There seems to be two contradictory risk-attitudes according to different studies: low wealth risk av...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2006
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| Online Access: | http://ndltd.ncl.edu.tw/handle/8uytg7 |