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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31515


    Title: Piecewise nonlinear goal-directed CPPI strategy
    Authors: Chen,J. S.;Liao,Benjamin Penyang
    Contributors: 資訊管理研究所
    Keywords: MUTUAL FUND TOURNAMENTS;RISK-TAKING;INCENTIVES
    Date: 2007
    Issue Date: 2010-07-06 17:49:41 (UTC+8)
    Publisher: 中央大學
    Abstract: Traditional portfolio insurance (PI) strategy, such as constant proportion portfolio insurance (CPPI), only considers the floor constraint but not the goal aspect. This paper proposes a goal-directed (GD) strategy to express an investor's goal-directed tr
    Relation: EXPERT SYSTEMS WITH APPLICATIONS
    Appears in Collections:[資訊管理研究所] 期刊論文

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