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

   年份:(1987),

2.题目:Constant Proportion Portfolio Insurance,

 作者:Perold, A.R.

 期刊:Harvard Business School, Working paper. 

 年份:( 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.

  年份 :(1989),

谢谢!