Portfolio insurance under a risk-measure constraint
Carmine De Franco; Peter Tankov
| Year of publication: |
2011
|
|---|---|
| Authors: | De Franco, Carmine ; Tankov, Peter |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 361-370
|
| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Versicherung | Insurance | Hedging |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009404705