A comparative study of Portfolio Insurance Strategies with Transaction Costs

碩士 === 國立高雄應用科技大學 === 金融資訊研究所 === 95 === Portfolio Insurance strategy has long been an important issue for investment. Fund managers, on one hand, wish to have a portfolio insurance strategy to protect from downside risk of investment when the market is unfavorable. On the other hand, they hope to t...

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Bibliographic Details
Main Authors: Cheng, Chung-Chieh, 鄭仲傑
Other Authors: 王雍智
Format: Others
Language:zh-TW
Published: 2007
Online Access:http://ndltd.ncl.edu.tw/handle/89874363014855547610