On the stochastic dominance of portfolio insurance strategies
Year of publication: |
February 2016
|
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Authors: | Maalej, Hela ; Prigent, Jean-Luc |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 1, p. 14-27
|
Subject: | Stochastic Dominance | Portfolio Insurance | CPPI | OBPI | Barret and Donald Test | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Experiment |
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