Dynamical proportion portfolio insurance with genetic programming

NCUIR > School of Management at National Central University > Graduate Institute of Information Management > journal & Dissertation > Item 987654321/31573

Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31573

Title:	Dynamical proportion portfolio insurance with genetic programming
Authors:	Chen,JS;Chang,CL
Contributors:	資訊管理研究所
Keywords:	INDEX
Date:	2005
Issue Date:	2010-07-06 17:51:29 (UTC+8)
Publisher:	中央大學
Abstract:	This paper proposes a dynamic proportion portfolio insurance (DPPI) strategy based on the popular constant proportion portfolio insurance (CPPI) strategy, The constant multiplier in CPPI is generally regarded as the risk multiplier. Since the market chang
Relation:	ADVANCES IN NATURAL COMPUTATION, PT 2, PROCEEDINGS
Appears in Collections:	[Graduate Institute of Information Management] journal & Dissertation

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