CPPI

常見例句

• In the short-term, the empirical evidences indicate that the EPPI-EF outperforms the CPPI.
  實證的證據(jù)顯示在短期資產管理部分，本文所建議的EPPI-EF策略顯著地優(yōu)于CPPI策略。
• This paper introduces the primary principle of four dynamical portfolio insurance strategies based on option theories: SCO?CM?CPPI and TIPP.
  本文介紹了四種基于期權理論的動態(tài)投資組合保險策略:期權復制保險策略(SCO)、固定組合策略(CM)、固定比例投資組合保險策略(CPPI)和時間不變投資組合保險策略(TIPP)。
• At the initial issue of ETF, we invest in 180 indexes of shanghai securities market using CPPI and TIPP, and then compare their performance under different market conditions.
  在交易型開放式指數(shù)基金ETF推出之際,應用CPPI和TIPP投資于上證180指數(shù),并對這兩種策略在不同市場走勢下的表現(xiàn)進行了比較,給出了不同參數(shù)下兩種策略的投資績效。
• This thesis employs the constant proportion portfolio insurance (CPPI) and synthetic protective put (SPP) to investigate insurance performance of Taiwan.
  實證結果顯示，固定比例策略均優(yōu)于復制性保護賣權策略；
• Modified CPPI, Modified Constant Proportion Portfolio Insurance
  長期實踐的優(yōu)化的恒定比例組合保險
• portfolio insurance;CPPI strategy;VPPI strategy;EPPI strategy;portfolio management
  關鍵詞:投資組合保險策略;CPPI策略;VPPI策略;EPPI策略;資產管理
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