Analysis and comparison of leveraged ETFs and CPPI-type leveraged strategies
Philippe Bertrand, Jean-Luc Prigent
| Year of publication: |
2013
|
|---|---|
| Authors: | Bertrand, Philippe ; Prigent, Jean-Luc |
| Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 34.2013, 1, p. 73-116
|
| Subject: | Indexderivat | Portfolio-Management | Monte-Carlo-Methode |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010160337