Investors' perspective on portfolio insurance
Raquel M. Gaspar, Paulo M. Silva
| Year of publication: |
2023
|
|---|---|
| Authors: | Gaspar, Raquel M. ; Silva, Paulo M. |
| Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-9838, ZDB-ID 2098746-8. - Vol. 22.2023, 1, p. 49-79
|
| Subject: | Expected utility | Monte Carlo simulation | Portfolio insurance | Prospect theory | Portfolio-Management | Portfolio selection | Prospect Theory | Erwartungsnutzen | Monte-Carlo-Simulation | Hedging |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10258-021-00200-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549206