Comparison of DM-CPPI Strategy and Traditional CPPI Strategy - with 30 kinds of foreign spot commodity as the Example
碩士 === 國立虎尾科技大學 === 財務金融系碩士班 === 106 === Since Black and Jones proposed the constant-proportion portfolio insurance (CPPI) in 1987, the portfolio strategy was discussed extensively and many variations of the strategy were suggested. Although each strategy had its theoretical basis, it was not necess...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/j2m423 |