The Empirical Research In The Application of Stock Selection Strategy In CPPI

碩士 === 國立臺灣大學 === 財務金融學研究所 === 96 === CPPI gives investors a simple asset allocation strategy. It is operated by losing some upward benefit to exchange downward risk protection. In the past literatures, CPPI often invested its risky asset in index portfolios. Therefore, this research will find out i...

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Bibliographic Details
Main Authors: Nai-Wei Yang, 楊乃维
Other Authors: 周國端
Format: Others
Language:zh-TW
Online Access:http://ndltd.ncl.edu.tw/handle/18969627391233392557