Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
| Year of publication: |
2003
|
|---|---|
| Authors: | Cesari, Riccardo ; Cremonini, David |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 27.2003, 6, p. 987-1011
|
| Publisher: |
Elsevier |