期刊論文1. | Clarke, Roger G.、Arnott, Robert D.(1987)。The Cost of Portfolio Insurance: Tradeoffs and Choices。Financial Analysts Journal,43(6),35-48。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Etzioni, S. E.(1986)。Rebalance disciplines for portfolio insurance。Journal of Portfolio Management,13(1),59-62。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Zhu, Y. J.、Kavee, R. C.(1988)。Performance of portfolio Insurance Strategies。Journal of Portfolio Management,14(4),48-54。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | 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) |
5. | Rubinstein, Mark(1985)。Alternative Paths to Portfolio Insurance。Financial Analysts Journal,41(4),42-52。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Sharpe, William F.(1987)。Integrated Asset Allocation。Financial Analysts Journal,43,25-32。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Rendleman, Richard J. Jr.、O'Brien, Thomas J.(1990)。The Effects of Volatility Misestimation on option-Replication Portfolio Insurance。Financial Analysts Journal,46(3),61-70。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Estep, T.、Kritzman, M.(1988)。TIPP: Insurance without complexity。Journal of Portfolio Management,14(4),38-42。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Rubinstein, M.、Leland, H.(1981)。Replicating Options with Positions in Stocks and Cash。Financial Analysts Journal,37,63-72。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | 徐燕山(19960100)。Evaluating the Performance of a Synthetic Put Strategy with Alternative Volatility Forecasts: The Case of Taiwan。中國財務學刊,3(2),1-34。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Lin, Y.(1992)。Adjustment Discipline for Portfolio Insurance: Tradeoff and Choices。NTU Management Review,3,1-31。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Garcia, C. B.、Gould, F. J.(1987)。An Empirical Study of Portfolio Insurance。Financial Analysts Journal,43(4),44-54。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Merton, Robert C.(1973)。Theory of Rational Option Pricing。Bell Journal of Economics and Management Science,4(1),141-183。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Bollerslev, Tim(1986)。Generalized Autoregressive Conditional Heteroskedasticity。Journal of Econometrics,31(3),307-327。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |