- 期刊
Put Option Portfolio Insurance vs. Asset Allocation
並列摘要
The purpose of this study is to develop a model that uses index put options to replace fixed income securities in an individual investor's portfolio. Such a portfolio would allow the investor to reduce downside risk, consistent with the rationale for the fixed income allocation, while also allowing the investor to participate to a greater degree, in any potential gains from a market upturn. Results indicate that in order for the model to be superior to a stock/bond portfolio, substantial movement in stock returns is necessary. Implications of results are discussed.
參考文獻
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被引用紀錄
Yang, C. C. (2011). 應用於居家環境下高齡者身體活動與行動力監測系統之開發 [doctoral dissertation, Yuan Ze University]. Airiti Library. https://doi.org/10.6838/YZU.2011.00043
Radchenko, I. (2012). 二十世紀初俄羅斯表演藝術社會關聯網絡研究:以俄羅斯藝術經理人斯洛垓•德亞茲列夫為例 [master's thesis, Taipei National University of the Arts]. Airiti Library. https://doi.org/10.6835/TNUA.2012.00030
徐千剛（2009）。Nm23-H1及hTERT在子宮頸癌之表現〔博士論文，中山醫學大學〕。華藝線上圖書館。https://doi.org/10.6834/CSMU.2009.00078
Lee, S. Y. (2017). 菲利浦羅斯與大衛福斯特華萊士中的德勒茲式內在性創造 [doctoral dissertation, National Taiwan University]. Airiti Library. https://doi.org/10.6342/NTU201700819
林虹妘（2017）。不同電荷性質土壤對鉈之吸附及脱附機制〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU201700370
延伸閱讀
- Guo, Z., & Yen, S. H. (2006). Determining Institutional Investor's Dynamic Asset Allocation. 財務金融學刊, 14(1), 77-94. https://doi.org/10.6545/JFS.2006.14(1).3
- 王郁婷（2019）。Asset Allocation for Foreign Investment in The Insurance Industry〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU201900910
- 顏榮威（2020）。Risk Parity Portfolio vs. Other traditional Asset Allocation Portfolios〔碩士論文，國立政治大學〕。華藝線上圖書館。https://doi.org/10.6814/NCCU202000497
- 陳信宏、蔡憲唐、韋伯韜、吳俊德（2005）。Medical Funds Asset Allocation and Value at Risk。亞太經濟管理評論，8(2)，129-145。https://doi.org/10.30087/APEMR.200503.0007
- 林義超（2013）。Optimal Asset Allocation:Investment-Linked Insurance, Risk-free Deposit, Risk Asset〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU.2013.02561