CPPI
基本解釋
- 固定比例投資組合保險(xiǎn)策略
英漢例句
- In the short-term, the empirical evidences indicate that the EPPI-EF outperforms the CPPI.
實(shí)證的證據(jù)顯示在短期資產(chǎn)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(quán)理論的動(dòng)態(tài)投資組合保險(xiǎn)策略:期權(quán)復(fù)制保險(xiǎn)策略(SCO)、固定組合策略(CM)、固定比例投資組合保險(xiǎn)策略(CPPI)和時(shí)間不變投資組合保險(xiǎn)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(yīng)用CPPI和TIPP投資于上證180指數(shù),并對(duì)這兩種策略在不同市場(chǎng)走勢(shì)下的表現(xiàn)進(jìn)行了比較,給出了不同參數(shù)下兩種策略的投資績(jī)效。 - This thesis employs the constant proportion portfolio insurance (CPPI) and synthetic protective put (SPP) to investigate insurance performance of Taiwan.
實(shí)證結(jié)果顯示,固定比例策略均優(yōu)于復(fù)制性保護(hù)賣權(quán)策略; - Modified CPPI, Modified Constant Proportion Portfolio Insurance
長(zhǎng)期實(shí)踐的優(yōu)化的恒定比例組合保險(xiǎn)