Performance evaluation of optimized portfolio insurance strategies
Year of publication: |
2014
|
---|---|
Authors: | Zieling, Daniel ; Mahayni, Antje ; Balder, Sven |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 43.2014, p. 212-225
|
Subject: | Portfolio insurance | Performance evaluation | S&P 500 | Regime switching EGARCH-M model | Transaction costs | Trigger trading | Gap risk | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Hedging | Performance-Messung | Performance measurement | CAPM |
-
Performance evaluation of optimized portfolio insurance strategies
Zieling, Daniel, (2014)
-
Performance evaluation, managerial hedging, and contract termination
Huang, Yu, (2023)
-
Dynamic risk management of multi-asset portfolios
Groll, Christian, (2017)
- More ...
-
Performance evaluation of optimized portfolio insurance strategies
Zieling, Daniel, (2012)
-
Performance evaluation of optimized portfolio insurance strategies
Zieling, Daniel, (2014)
-
Performance Evaluation of Optimized Portfolio Insurance Strategies
Zieling, Daniel, (2013)
- More ...