An analysis of risk-based asset allocation and portfolio insurance strategies
| Year of publication: |
2011
|
|---|---|
| Authors: | Ho, Lan-chih ; Cadle, John ; Theobald, Michael |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 36.2011, 2, p. 247-267
|
| Publisher: |
Springer |
| Subject: | OBPI | CPPI | Value-at-risk | Expected shortfall | Portfolio insurance | Currency overlay | Reserve management |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925896