Theory of constant proportion portfolio insurance
Year of publication: |
1992
|
---|---|
Authors: | Black, Fischer |
Other Persons: | Perold, André F. (contributor) |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 16.1992, 3, p. 403-426
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Versicherung | Insurance | Theorie | Theory |
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