Equilibrium analysis of portfolio insurance
Year of publication: |
1996
|
---|---|
Authors: | Grossman, Sanford J. |
Other Persons: | Zhou, Zhongquan (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 51.1996, 4, p. 1379-1403
|
Subject: | Kapitalanlage | Financial investment | Risiko | Risk | Nutzenfunktion | Utility function | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory |
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