Effectiveness of CPPI strategies under discrete-time trading
Year of publication: |
2009
|
---|---|
Authors: | Balder, Sven ; Brandl, Michael ; Mahayni, Antje |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 1, p. 204-220
|
Subject: | Portfolio-Management | Portfolio selection |
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