A study of pension fund and portfolio insurance-adjusted by leading indicators
碩士 === 國立臺灣科技大學 === 財務金融研究所 === 95 === This study is to test the performance of the fourteen-year actual data from 1993 to 2006, use the portfolio insurance strategy like CPPI and TIPP , then adjusting by leading indicators to enhance the performance. The results are as follows. Portfolio insurance...
| 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/fk473d |