A bootstrap-based comparison of portfolio insurance strategies
Hubert Dichtl, Wolfgang Drobetz and Martin Wambach
| Year of publication: |
January-February 2017
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|---|---|
| Authors: | Dichtl, Hubert ; Drobetz, Wolfgang ; Wambach, Martin |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 23.2017, 1/3, p. 31-59
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| Subject: | portfolio insurance strategies | performance measurement | bootstrap simulation | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Theorie | Theory | Simulation | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2015.1029590 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011736216