CPPI
基本解释
- 固定比例投资组合保险策略
英汉例句
- 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