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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Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/18969627391233392557 |