Portfolio insurers and constant weight traders : who will survive?
Year of publication: |
2021
|
---|---|
Authors: | Barucci, Emilio ; Dindo, Pietro ; Grassetti, Francesca |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 12, p. 1993-2004
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedging |
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