A Risk Management Approach for Portfolio Insurance Strategies
Year of publication: |
2009
|
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Authors: | Hamidi, Benjamin ; Maillet, Bertrand B. ; Prigent, Jean-Luc |
Publisher: |
[S.l.] : SSRN |
Subject: | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Theorie | Theory |
Extent: | 1 Online-Ressource (15 p) |
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Series: | Proceedings of the ; 1st EIF International Financial Research Forum, Economica, 2009 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 1, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1289265 [DOI] |
Classification: | G11 - Portfolio Choice ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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