Goal-directed portfolio insurance

NCUIR > School of Management at National Central University > Graduate Institute of Information Management > journal & Dissertation > Item 987654321/31576

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31576

Title:	Goal-directed portfolio insurance
Authors:	Chen,JS;Liao,BP
Contributors:	資訊管理研究所
Keywords:	MUTUAL FUND TOURNAMENTS;RISK-TAKING;INCENTIVES
Date:	2005
Issue Date:	2010-07-06 17:51:36 (UTC+8)
Publisher:	中央大學
Abstract:	In an investment process, there is usually a goal implicitly or explicitly designated by an investor. However, traditional constant proportion portfolio insurance (CPPI) strategy considers only the floor constraint but not the goal aspect. In addition, em
Relation:	ADVANCES IN NATURAL COMPUTATION, PT 3, PROCEEDINGS
Appears in Collections:	[Graduate Institute of Information Management] journal & Dissertation

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