Derivatives and the asset allocation decision : a synthesis between portfolio diversification and portfolio insurance
Year of publication: |
2003
|
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Authors: | Laurent, Andrea |
Subject: | USA | Portfolio Insurance | Portfolio Selection | Stochastische Optimierung | Japan |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
Extent: | XII, 178 S. : graph. Darst. |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Dissertation u.a. Prüfungsschriften |
Language: | English |
Thesis: | St. Gallen, Univ., Diss., 2003 |
Classification: | Investition, Finanzierung |
Source: |
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