常数比例投资组合保险(CPPI)策略-捐赠型基金投资策略的最优选择

程兵, 魏先华

Acta Mathematicae Applicatae Sinica ›› 2005, Vol. 28 ›› Issue (3) : 396-404.

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中国科学院数学与系统科学研究院期刊网
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Acta Mathematicae Applicatae Sinica ›› 2005, Vol. 28 ›› Issue (3) : 396-404. DOI: 10.12387/C2005040
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常数比例投资组合保险(CPPI)策略-捐赠型基金投资策略的最优选择

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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2005, 28(3): 396-404 https://doi.org/10.12387/C2005040

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