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portfolio insurance 【經濟學】有價證券保險〔指在股票落價時即將股票期貨售出的...

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Based on the discussion of the hedging strategy , the arbitraging strategy and the speculation strategy , this thesis studies some other important investment strategies , such as portfolio insurance , asset allocation , indexing and spreading strategy . as for the hedging strategy , this thesis mainly discusses its principle , the hedge ratio and the imperfect hedging strategy 本文在論述股指期貨的套期保值、套利和投機三大基本交易策略的基礎上,探討了股指期貨的其他一些重要的投資策略,如投資組合保險、資產配置、構造指數化投資組合以及圖利策略等。

After the introduction of the principle of portfolio insurance , which is based on the stock index put option ; this thesis discusses how to create synthetic put option with the stock index futures 基于投資組合保險策略的復雜性,本文在介紹以股票指數看跌期權為基礎的投資組合保險原理的基礎上,探討了如何運用股指期貨構造合成看跌期權的方法。

Mr bookstaber knows all about this , having played a key role in the creation of , among other innovations , “ portfolio insurance ” programmes 布克斯多布完全了解這些,他在投資組合保險計劃,和其它的創新產品一起,里面起了關鍵的作用。

Then , we expand this basket - option concept into portfolio insurance and risk management 而后我們將組合型選擇權之觀點運用于投資組合保險及風險控管上。

Investment strategies analysis of pension funds based on portfolio insurance technique 基于組合保險技術的養老保險基金投資策略分析

Constant proportion portfolio insurance , cppi 策略和恒定比例投資組合保險