投资组合保险策略

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

TIPP投资组合保险策略实证分析

The positive test of the portfolio insurance on TIPP strategy

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

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 .

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 .

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

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 .

本文着重从企业年金资产配置策略方面着手，对投资组合保险策略在企业年金投资中的应用问题进行研究。

This paper focus on the asset allocation strategy of supplementary pension , and research on how to implement the portfolio insurance strategy in supplementary pension investment .

投资组合保险策略在执行时，须在市场上涨时增加风险资产组合的投资比例，在市场下跌时减少风险资产组合的投资比例。

The general principle of portfolio insurance is to increase the size of stock invested in a bull market and decrease the percentage invested in a bear market .

保本基金由于其特殊的投资组合保险策略，在熊市的时候可以保证本金，在牛市的时候同样可以得到收益，所以保本基金对于求稳的投资者是理想的投资工具。

Guaranteed fund can guarantee the principal in the bear market and also obtain investment income in the bull market because of their special Investment Portfolio Insurance strategy . So it should be a kind of ideal investment tools .

基金管理公司通过应用投资组合保险策略，能够开发出一类既能够保证投资者本金安全同时可以使投资者获得潜在超额受益的基金，即保本基金。

Mutual fund company can develop one kind of mutual fund , named principal guaranteed fund , which can not only make sure that investor never lose their own money but also let investor to potentially benefit as well .

运用投资组合保险策略，可保障投资组合之价值在一定额度内不受侵蚀，并消弭投资组合的系统风险与非系统风险，以规避下方风险，并参与股市增值利益。

Adoption of portfolio Insurance strategy can keep the price of portfolio a certain extent away from invasion of price-vibration , and eliminate the systemic and non-systemic risk of portfolio to avoid downside risk , lead a benefit of stock market .

论文立足于中国证券市场，在实证分析投资组合保险策略的基础上，提出了动态调整组合保险策略的概念，并引入了部分可预测性理论。

The dissertation empirically analyses the investment portfolio insurance strategies in China security markets , put forward a concept of dynamic adjusted investment portfolio insurance strategies and use the prediction theory of the stock to improve the effect of portfolio insurance strategies .

在最优投资组合保险策略中，我们通过购买保护性的卖出期权、以及采用多份股票与期权联合购买等多种策略，建立了最优策略模型并实现了投资保险的目的。

In the optimal portfolio insurance strategy , we sold through the purchase of protective options , and the use of multiple copies of the joint purchase of stock and options and other strategies , the establishment of the optimal policy model and implements the investment insurance purposes .

投资组合保险CPPI策略研究

Some researches on investment portfolio insurance CPPI strategy

投资组合保险及其策略

Investment Portfolio Insurance 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

一个有效的保险资金投资策略？var套补的权变投资组合保险策略及其实证分析。

An efficient investment strategy for insurance capital : the empirical analysis of VaR-Based Contingent Portfolio Insurance strategy .