Asset dependency structures and portfolio insurance strategies
Daniel Mantilla-Garcia, Enrique A. Ter Horst, Emilien Audeguil and German Molina
| Year of publication: |
2021
|
|---|---|
| Authors: | Mantilla-Garcia, Daniel ; Horst, Enrique ter ; Audeguil, Emilien ; Molina, German |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 24.2021, 3, p. 1-28
|
| Subject: | copulas | dependence | drawdown control | Portfolio insurance | relative losses | Theorie | Theory | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024921500163 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012652614