Performance Evaluation of Portfolio Insurance Strategies Using Stochastic Dominance Criteria
Year of publication: |
[2007]
|
---|---|
Authors: | Annaert, Jan |
Other Persons: | Van Osselaer, Sofie (contributor) ; Verstraete, Bert (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (29 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2007 erstellt |
Other identifiers: | 10.2139/ssrn.979882 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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