摘要
通过投资组合保险,不仅可以保证资产组合不会因为股市下跌而低于投资前所设定的最低标准,而且还具有增值的能力。
Portfolio insurance was originated in the US in 1980s. It is a hedging technique to change a portfolio's market exposure systematically in reaction to prior market movements with the objective of avoiding large losses and securing as much participation possible in any favorable market move. Based on the analysis of the use and classification of its strategy development, the article proceeds with quantified analysis of the principles of operating fixed portfolio, CPPI and TIPP.
出处
《证券市场导报》
北大核心
2004年第2期31-35,共5页
Securities Market Herald
