Assessing stop-loss and constant proportion portfolio insurance : the impact of transaction costs
Year of publication: |
1994
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Authors: | Braun, Thomas K. |
Published in: |
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993. - Karlsruhe : VVW, ISBN 3-88487-445-4. - 1994, p. 243-258
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Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory |
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