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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2007
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Online Access: | http://ndltd.ncl.edu.tw/handle/89874363014855547610 |