An analysis of risk-based asset allocation and portfolio insurance strategies
Lan-chih Ho; John Cadle; Michael Theobald
| Year of publication: |
2011
|
|---|---|
| Authors: | Ho, Lan-chih ; Cadle, John ; Theobald, Michael |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 36.2011, 2, p. 247-267
|
| Subject: | OBPI | CPPI | Value-at-risk | Expected shortfall | Portfolio insurance | Currency overlay | Reserve management | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Theorie | Theory | Risikomanagement | Risk management | Währungsreserven | Foreign exchange reserves |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009272505