复制性卖权策略
- 网络Synthetic Put;Synthetic put option
复制性卖权策略-
并且2种策略没有哪种策略绩效绝对优于另一种策略，且复制性卖权策略交易成本较大。
Furthermore , the transaction cost of the synthetic put strategy is bigger than that of the CPPI strategy .
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研究了2类组合保险策略（复制性卖权策略和恒定比例组合保险（CPPI）策略）对深圳成指的保险效果。
This paper studies the effect of portfolio insurance on the portfolio of Shenzhen composite index .
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投资组合保险策略在中国股市有较强的适应性，其中时间不变性投资组合保险策略的长期表现最好，复制性卖权策略次之。
Portfolio insurance is suitable for Chinese securities market , Among which TIPP plays best in the long run with SP following .