Investment strategies analysis of pension funds based on portfolio insurance technique 基于组合保险技术的养老保险基金投资策略分析
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Then , we expand this basket - option concept into portfolio insurance and risk management 而后我们将组合型选择权之观点运用于投资组合保险及风险控管上。
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Mr bookstaber knows all about this , having played a key role in the creation of , among other innovations , “ portfolio insurance ” programmes 布克斯多布完全了解这些，他在投资组合保险计划，和其它的创新产品一起，里面起了关键的作用。
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After the introduction of the principle of portfolio insurance , which is based on the stock index put option ; this thesis discusses how to create synthetic put option with the stock index futures 基于投资组合保险策略的复杂性，本文在介绍以股票指数看跌期权为基础的投资组合保险原理的基础上，探讨了如何运用股指期货构造合成看跌期权的方法。
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Based on the discussion of the hedging strategy , the arbitraging strategy and the speculation strategy , this thesis studies some other important investment strategies , such as portfolio insurance , asset allocation , indexing and spreading strategy . as for the hedging strategy , this thesis mainly discusses its principle , the hedge ratio and the imperfect hedging strategy 本文在论述股指期货的套期保值、套利和投机三大基本交易策略的基础上，探讨了股指期货的其他一些重要的投资策略，如投资组合保险、资产配置、构造指数化投资组合以及图利策略等。
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