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CPPI策略

于 2022-02-07 发布 文件大小:4.40 kB
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作为动态投资组合保险的一种简化形式,CPPI(constant proportation portfolio insurance)即固定比例投资组合保险策略是由Black、Jones和Perold于1987年提出的,具体来说,就是将基金资产分配在 请点击左侧文件开始预览 !预览只提供20%的代码片段,完整代码需下载后查看 加载中 侵权举报

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