CPPI

常见例句

In the short-term, the empirical evidences indicate that the EPPI-EF outperforms the CPPI.
实证的证据显示在短期资产管理部分，本文所建议的EPPI-EF策略显著地优于CPPI策略。
This paper introduces the primary principle of four dynamical portfolio insurance strategies based on option theories: SCO?CM?CPPI and TIPP.
本文介绍了四种基于期权理论的动态投资组合保险策略:期权复制保险策略(SCO)、固定组合策略(CM)、固定比例投资组合保险策略(CPPI)和时间不变投资组合保险策略(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.
在交易型开放式指数基金ETF推出之际,应用CPPI和TIPP投资于上证180指数,并对这两种策略在不同市场走势下的表现进行了比较,给出了不同参数下两种策略的投资绩效。
This thesis employs the constant proportion portfolio insurance (CPPI) and synthetic protective put (SPP) to investigate insurance performance of Taiwan.
实证结果显示，固定比例策略均优于复制性保护卖权策略；
Modified CPPI, Modified Constant Proportion Portfolio Insurance
长期实践的优化的恒定比例组合保险
portfolio insurance;CPPI strategy;VPPI strategy;EPPI strategy;portfolio management
关键词:投资组合保险策略;CPPI策略;VPPI策略;EPPI策略;资产管理