Option-Based performance participation
Year of publication: |
2019
|
---|---|
Authors: | Zagst, Rudi ; Kraus, Julia ; Bertrand, Philippe |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 105.2019, p. 44-61
|
Subject: | Design of dominating strategies | Investment strategies | OBPI | OBPP | Performance participation | Portfolio insurance | Stochastic dominance | Theorie | Theory | Portfolio-Management | Portfolio selection |
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