1.题目:Constant Proportion Portfolio Insurance and the synthetic put option: a comparison

   作者: Black, F. and R. Rouhani,

   期刊:Portfolio Strategy(1987),

2.题目:Constant Proportion Portfolio Insurance,

 作者:Perold, A.R.

 期刊:Harvard Business School, Working paper.  ( 1986),

3.题目:Constant Proportion Portfolio Insurance for fixed-income investment,

  作者:Roman E., Kopprash R. and E. Hakanoglu ,  

  期刊:Journal of Portfolio Management. (1989),

写论文用的,谢谢大家帮忙.

新来的,不知道电子连接怎么找,见谅!

[此贴子已经被作者于2008-10-17 20:21:25编辑过]