期刊論文1. | MacKenzie, Donald(2004)。The Big, Bad Wolf and the Rational Market: Portfolio Insurance, the 1987 Crash and the Performativity of Economics。Economy and Society,33(3),303-334。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Brennan, Michael J.、Schwartz, Eduardo S.(1989)。Portfolio insurance and financial market equilibrium。Journal of Business,62(4),455-472。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Etzioni, S. Ethan(1986)。Rebalance disciplines for portfolio insurance。The Journal of Portfolio Management,13(1),59-62。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Grossman, Sanford J.、Zhou, Zhongquan(1996)。Equilibrium Analysis of Portfolio Insurance。Journal of Finance,51(4),1379-1403。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Annaert, Jan、Van Osselaer, Sofieke、Verstraete, Bert(2009)。Performance evaluation of portfolio insurance strategies using stochastic dominance criteria。Journal of Banking and Finance,33(2),272-280。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Black, Fischer、Perold, André F.(1992)。Theory of constant proportion portfolio insurance。Journal of Economic Dynamics and Control,16(3/4),403-426。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Black, Fischer、Jones, Robert C.(1987)。Simplifying portfolio insurance。Journal of Portfolio Management,14(1),48-51。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Shiller, Robert(1988)。Portfolio Insurance and Other Investor Fashions as Factors in the 1987 Stock Market Crash。NBER Macroeconomics Annual,3,287-297。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Lee, Huai-I、Hsu, Hsinan、Chiang, Min-Hsien(2010)。Portfolio insurance with a dynamic floor。Journal of Derivatives & Hedge Funds,16(3),219-230。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | 許溪南(20131100)。The Return Distribution, Properties, and Optimal Strike Price for the Portfolio Insurance Strategy。期貨與選擇權學刊,6(2),73-103。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Basak, Suleyman(2002)。A Comparative Study of Portfolio Insurance。Journal of Economic Dynamics and Control,26,1217-1241。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Longin, François(2001)。Portfolio Insurance and Market Crashes。Journal of Asset Management,2(2),136-161。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | 許溪南、賴彌煥(20001100)。權變投資組合保險在臺灣股市之應用。風險管理學報,2(2),89-118。 延伸查詢![new window](/gs32/images/newin.png) |
14. | Jacklin, Charles J.、Kleidon, Allan W.、Pfleiderer, Paul(1992)。Under-estimation of Portfolio Insurance and the Crash of October 1987。The Review of Financial Studies,5(1),35-63。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Leland, Hayne E.(1980)。Option Pricing and Replication with Transactions Costs。Journal of Finance,40(5),1283-1301。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Lee, Huai-I、Hsieh, T.-Y.、Kuo, Wen-Hsiu、Hsu, Hsinan(2015)。Can a Path-dependent Strategy Outperform a Path-independent Strategy?。The Quarterly Review of Economics and Finance,58,119-127。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | 李懷義、何怡滿、謝宗佑、許溪南(20130900)。Portfolio Insurance in the Long Term Asset Management。財務金融學刊,21(3),97-123。 延伸查詢![new window](/gs32/images/newin.png) |
18. | Lee, Huai-I、Hsu, Hsinan、Hu, Len-Kuo、Lin, Ching-Chung(2011)。Portfolio Insurance with Ratchcted Floor as a Long-term Asset Management Strategy: Implications of Loss Aversion。Applied Economics Letters,18(15),1449-1454。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Mantilla-Garcvía, Daniel(2015)。Growth Optimal Portfolio Insurance for Long-Term Investors。Journal of Investment Management,13(2),59-93。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Leland, Hayne E.(1985)。Who Should Buy Portfolio Insurance?。Journal of Finance,35(2),581-594。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Pézier, Jacques、Scheller, Johanna(2013)。Best Portfolio Insurance for Long-Term Investment Strategies in Realistic Conditions。Insurance: Mathematics and Economics,52(2),263-274。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Pain, Darren、Rand, Jonathan(2008)。Recent Developments in Portfolio Insurance。Bank of England Quarterly Bulletin,2008(Q1),37-46。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Kahneman, Daniel、Tversky, Amos(1979)。Prospect Theory: An Analysis of Decision under Risk。Econometrica: Journal of the Econometric Society,47(2),263-292。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |