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dc.contributor.advisor郑振龙
dc.contributor.author李祖景
dc.date.accessioned2016-02-14T03:35:14Z
dc.date.available2016-02-14T03:35:14Z
dc.date.issued2008-09-25 11:08:42.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/39965
dc.description.abstract以马可维茨模型(Markowitz1952)为代表的投资组合理论指出,通过构造分散化的组合投资可以在一定程度上减少或者消除证券市场的非系统性风险,但分散化的组合投资并不能解决规避系统性风险的问题。在期权定价理论出现并成形,以及期权、期货等金融衍生产品相继出现的条件支持下,Rubinstein&Leland于1981年正式提出了组合保险策略。此后,组合保险策略得到了迅速发展,二十世纪80年代中期至90年代初是其理论发展的高峰,这类策略已经成为实务投资策略中的一条重要分支。 投资组合保险策略的主要目的,在于锁定投资组合价格的下跌风险,保障投资组合的价值在一定程度内不受侵蚀,相应减少投资组...
dc.description.abstractTheoretically, investors can diminish the non-systemic risk of a portfolio through portfolio management theory and diversify investment, while the other risk named systemic risk can not be solved in that way. With the support of option theory, Rubinstein & Leland advocated the Investment Portfolio Insurance Strategy in 1981.After that, these strategies had a great development and had come to i...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=16524&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=18170
dc.subject投资组合保险策略
dc.subject保本基金
dc.subject固定比例投资组合保险策略
dc.subjectInvestment Portfolio Insurance Strategy
dc.subjectGuaranteed Fund
dc.subjectCPPI
dc.title投资组合保险理论以及CPPI策略的实证分析
dc.title.alternativeInvestment Portfolio Insurance Strategy and Empirical Study on CPPI
dc.typethesis
dc.date.replied2008-05-24
dc.description.note学位:经济学硕士
dc.description.note院系专业:经济学院财政金融系_金融工程
dc.description.note学号:20051300980


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