Dynamic portfolio insurance strategies : risk management under Johnson distributions
Naceur Naguez
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Naguez, Naceur |
| Published in: |
Risk management decisions and wealth management in financial economics. - New York, NY, USA : Springer. - 2018, p. 605-629
|
| Subject: | Risikomanagement | Risk management | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-016-2121-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011871713