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),
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