投资组合保险

投资组合保险策略的蒙特卡洛实证比较分析

Empirical Comparison and Analysis of Portfolio Insurance Strategies Based on Monte Carlo Simulation

投资组合保险策略绩效的随机占优检验

Stochastic Dominance Test of Performance of Portfolio Insurance Strategies

罪魁祸首是一种名为“投资组合保险”（portfolioinsurance）的新型投资产品。

The culprit was a new kind of investment product known as portfolio insurance .

TIPP投资组合保险策略实证分析

The positive test of the portfolio insurance on TIPP strategy

投资组合保险CPPI策略研究

Some researches on investment portfolio insurance CPPI strategy

常数比例投资组合保险（CPPI）策略&捐赠型基金投资策略的最优选择

Constant proportional portfolio insurance ( cppi ) strategy-the optimal choice of investment strategy of donation fund

在引入TIPP投资组合保险策略的基础上，对TIPP策略进行了修改，提出VGPI策略。

This paper revises TIPP strategy , and proposes VGPI strategy on the basis of introducing TIPP strategy .

本文所研究的投资组合保险策略包括止损策略，复制期权策略，CPPI策略，TIPP策略，同时选择买入持有策略作为参照基准。

In this paper , our subject portfolio insurance strategies contain stop loss strategy , synthetic put strategy , CPPI strategy and TIPP strategy .

投资组合保险策略在企业财经管理中的实际应用

Practical Application of Portfolio Insurance Strategy to Financial Management of Enterprises

在得出各组合保险策略有效性结论的同时，对各投资组合保险策略在实证中表现出的不同特点进行了比较分析。

Furthermore , the characteristics of the portfolio insurance strategies were analyzed .

基于随机占优的投资组合保险策略参数设计

Parameter Design of Portfolio Insurance Strategies Based on Stochastic Dominance

投资组合保险理论数值分析和实证检验

Numerical Analysis and Empirical Study on Portfolio Insurance Theory

最后本文根据实证的结果给出了在目前法规限定下适宜的投资组合保险策略。

Finally the ideal portfolio insurance strategy is given .

投资组合保险理论与实证研究

A Study on Portfolio Insurance-A Theoretical & Empirical Discussion

投资组合保险管理研究4.养老保险管理不善。

Study of the Management of Portfolio Insurance 4.The weak management of fund .

投资组合保险由计算机程序进行办理的事实，并没使情况有任何不同。

The fact that they are triggered by a computer program makes no difference .

极值和相关性理论及其在固定比例投资组合保险策略中的应用

Extreme Value and Copula Theory with the Application in Constant Proportion Portfolio Insurance Strategies

传统的投资组合保险策略尽管能够满足风险方面的要求，但在收益方面并不尽如人意。

Traditional Portfolio Insurance Strategies can satisfy the demand of risk but not return .

投资组合保险策略最小风险控制

Minimum of Risk Controlling About Portfolio Insurance Strategy

投资组合保险策略的产生和发展为投资者规避系统风险提供了理论和技术上的支持。

Portfolio Insurance Strategies offer to solve the above problem in both theory and techniques .

暴跌过后，投资者大声抱怨：投资组合保险背后的数学原理失灵了。

After the crash , investors screamed that the maths behind portfolio insurance had failed .

基于目标收益导向的动态投资组合保险策略研究

Goal-Directed Dynamic Portfolio Insurance Strategies Research

投资组合保险策略的运作原理

Principles of Operating Portfolio Insurance

投资组合保险及其策略

Investment Portfolio Insurance Strategy

投资组合保险作为投资者管理市场风险的一种方法本身存在一定的局限性。

Portfolio insurance , as an approach to manage the market risks by investors , has its own limitations .

选择投资组合保险策略时，对整体市场的判断尤为重要。

When choosing the strategy of investment portfolio insurance , it is particularly important to judge of the overall market .

我国证券市场的固定比例投资组合保险策略将投资组合分为债券资产和股票资产两部分，在动态调整时刻，股票资产与债券资产按一定的比例进行动态调整。

In the dynamic time , the ratio of stock assets and bond assets will be dynamically adjusted by a certain percentage .

投资组合保险策略在中国股市有较强的适应性，其中时间不变性投资组合保险策略的长期表现最好，复制性卖权策略次之。

Portfolio insurance is suitable for Chinese securities market , Among which TIPP plays best in the long run with SP following .

投资组合保险利用期权、期货或模拟期权等衍生金融工具对冲和转嫁风险，充分体现了组合复制、风险动态对冲和无套利均衡等金融工程的基本原理和技术方法。

It gives full displace to the basic theories and technical methods of such financial engineering as synthetic replication , risk dynamic hedge and non-profitable equilibrium , etc.

投资组合保险以期权定价的数学模型为基础，它的一种策略是在买入股票的同时卖空股指期货。

Based on a mathematical model for pricing options , portfolio insurance consisted of a strategy of selling stock market index futures short while buying other equities .