A bootstrap-based comparison of portfolio insurance strategies
Year of publication: |
January-February 2017
|
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Authors: | Dichtl, Hubert ; Drobetz, Wolfgang ; Wambach, Martin |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 23.2017, 1/3, p. 31-59
|
Subject: | portfolio insurance strategies | performance measurement | bootstrap simulation | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach | Simulation |
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