A performance evaluation of portfolio insurance under the Black and Scholes framework : an application of the economic index of riskiness
Richard Lu, Tzyy-Leng Horng, Min-Sun Horng, Amy Z.-H. Wang
| Year of publication: |
2023
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| Authors: | Lu, Richard ; Horng, Tzyy-Leng ; Horng, Min-Sun ; Wang, Amy Z.-H. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 89.2023, p. 269-276
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| Subject: | Aumann-serrano index | Economic Index of riskiness | Economic performance measure | Portfolio insurance | Portfolio-Management | Portfolio selection | Theorie | Theory | Index | Index number | Risiko | Risk | Erwartungsnutzen | Expected utility | Entscheidung unter Risiko | Decision under risk | Performance-Messung | Performance measurement |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014429772