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- Meanwhile, the existing CAPM-based performance measurements are not appropriate for portfolio insurance strategies. 模拟部分主要在检视期末资产价值的分配型态是否与模型建议的型态相吻合。
- Portfolio Insurance A method of hedging a portfolio of stocks against the market risk by short selling stock index futures. 投资组合保险通过卖空股票指数期货对冲股票投资组合的市场风险。
- The empirical study shows that portfolio insurance can reduce the loss in bear market and capture upside in bull market. 结果表明,组合保险策略在市场呈现空头行情时,能够将投资组合损失锁定在一定范围内;
- This paper introduces the primary principle of four dynamical portfolio insurance strategies based on option theories: SCO?CM?CPPI and TIPP. 本文介绍了四种基于期权理论的动态投资组合保险策略:期权复制保险策略(SCO)、固定组合策略(CM)、固定比例投资组合保险策略(CPPI)和时间不变投资组合保险策略(TIPP)。
- At first we introduce TIPP portfolio insurance, afterwards using the short-term and long-term China’s stock market data, we make a practical analysis. 首先讨论了TIPP投资组合保险策略,采用中国市场的短期以及长期数据,实证分析了该策略的保底效果,以及在各种情况下这种策略与大盘收益率的比较情况。
- This thesis employs the constant proportion portfolio insurance (CPPI) and synthetic protective put (SPP) to investigate insurance performance of Taiwan. 实证结果显示,固定比例策略均优于复制性保护卖权策略;
- With the volatility of the global financial market, studies of portfolio insurance strategy have attracted wide attention of both the theoretical circle and the financial circle. 摘要伴随全球金融市场的急剧波动,投资组合保险策略研究引起理论界和金融实务界的广泛关注。
- We then get the life annuity actuarial present value models of annuity portfolio insurance through the portfolio theory, under the independent stochastic interest rates environment. 然后,考虑市场上存在多种相互独立的随机投资利率的情况下,依据投资组合理论得出企业年金保险中多种生存年金组合的精算现值模型。
- A Possible Method of Portfolio Insurance in China 组合证券保险在我国的一种可行方法
- constant proportion portfolio insurance 固定比例投资组合保险
- Jynamic portfolio insurance strategy 动态投资组合保险策略
- He took out a fire insurance policy for his house. 他为自己的房子办理了一份火险保险单。
- My stockbroker manages my portfolio for me. 我的证券经纪人替我管理投资组合。
- Modified CPPI, Modified Constant Proportion Portfolio Insurance 长期实践的优化的恒定比例组合保险
- The insurance cover is optional. 保险范围可以随意选择。
- He set up in business as an insurance broker. 他开始从事保险经纪人的职业。
- The artist showed us a portfolio of her drawings. 艺术家给我们展示了她的绘画代表作品。
- The insurance company will recompense his loss. 保险公司将赔偿他的损失。
- Every student must get an insurance policy. 每个学生必须得到一张保险单。
- The two health insurance schemes have nothing at all in common. 这两个健康保险方案丝毫没有共同之处。