Dynamic adjustment of portfolio insurance applications Taiwan Stock Index Futures
碩士 === 東吳大學 === 財務工程與精算數學系 === 98 === In this study, the value of shares of the Taiwan 50 Index right to construct a leading indicator, the Taiwan Futures Exchange Taiwan Index futures for the study. Coupled with improved portfolio insurance, including Constant Proportion Portfolio Insurance, Time-v...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/07774371386301355674 |