CPPI method with a conditional floor
Year of publication: |
2011
|
---|---|
Authors: | Ameur, Hachmi Ben ; 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. 16.2011, 3, p. 218-230
|
Subject: | Constant Proportion Portfolio Insurance | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Rendite | Yield |
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