Constant Proportion Portfolio Insurance : Optimierung der Strategieparameter
Thomas Zimmerer; Harald Meyer
| Year of publication: |
2006
|
|---|---|
| Authors: | Zimmerer, Thomas ; Meyer, Harald |
| Published in: |
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement. - Düsseldorf : Handelsblatt, ISSN 1437-8981, ZDB-ID 1474301-2. - Vol. 8.2006, 3, p. 163-171
|
| Subject: | Portfolio-Management | Portfolio selection | Rendite | Yield | Aktienindex | Stock index | Monte-Carlo-Simulation | Monte Carlo simulation | Deutschland | Germany | 1985-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003291085