| 期刊論文1. | Bawa, V. S.、Lindenberg, E. B.(1977)。Capital Markets Equilibrium in a Mean-Lower Partial Moment Framework。Journal of Financial Economics,189-200。 | 2. | Black, F.、Jones, R.(1987)。Simplifying Portfolio Insurance。Journal of Portfolio Management,48-51。 | 3. | Dichtl, H.、Drobetz, W.(2010)。On the Popularity of the CPPI Strategy: A Behavioral-Finance-Based Explanation and Design Recommendations。The Journal of Wealth Management,13(2),41-54。 | 4. | Estep, T.、Kritzman, M.(1988)。TIPP: Insurance without complexity。Journal of Portfolio Management,14(4),38-42。 | 5. | Harlow, W. V.(1991)。Asset Allocation in a Downside-Risk Framework。Financial Analysts Journal,47(5),28-40。 | 6. | Lee, Huai-I、Hsu, Hsinan、Chiang, Min-Hsien(2010)。Portfolio insurance with a dynamic floor。Journal of Derivatives & Hedge Funds,16(3),219-230。 | 7. | Meyer-Bullerdiek, F.、Schulz, M.(2003)。Portfolio-Insurance-Strategien im Vergleich。Die Bank,565-570。 | 8. | Sortino, F. A.、Price, L. N.(1994)。Performance Measurement in a Downside Risk Framework。Journal of Investing,3(3),59-64。 | 9. | Tiefeng, W.、Rwegasira, K.(2006)。Dynamic Securities Assets Allocation in Portfolio Insurance: The Application of Constant Proportion Portfolio Insurance and Time Invariant Portfolio Protection Methodologies in the Chinese Capital Market。Investment Management and Financial Innovations,1,97-103。 | 研究報告1. | Perold, A.(1986)。Constant portfolio insurance。Harvard Business School。 | 圖書1. | Bruns, C.、Meyer-Bullerdiek, F.(2013)。Professionelles Portfoliomanagement。Schäffer-Poeschel Verlag。 | 2. | Fischer, B. R.(2010)。Performanceanalyse in der Praxis。Oldenbourg。 | 3. | Meyer-Bullerdiek, F.、Schulz, M.(2004)。Dynamische Portfolio Insurance Strategien ohne Derivate im Rahmen der privaten Vermogensverwaltung。Peter Lang Internationaler Verlag der Wissenschaften。 | 4. | Poddig, T.、Dichtl, H.、Petersmeier, K.(2003)。Statistik, Ökonometrie, Optimierung。Uhlenbruch-Verlag。 | 5. | Wittrock, C.(1995)。Messung und Analyse der Performance von Wertpapierportfolios。Uhlenbruch-Verlag。 | 其他1. | Hamidi, B.,Maillet, B.,Prigent, J.(2008)。A Time-varying Proportion Portfolio Insurance Strategy based on a CAViaR Approach,http://www.finance-innovation.org/risk08/files/7629259.pdf。 | |