Constant proportion portfolio insurance effectiveness under transaction costs
Year of publication: |
2010
|
---|---|
Authors: | Mkaouar, Farid ; Prigent, Jean-Luc |
Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 15.2010, 3, p. 243-253
|
Subject: | Portfolio-Management | Portfolio selection | Transaktionskosten | Transaction costs | Theorie | Theory |
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