Equity portfolio insurance against a benchmark : setting, replication and optimality
Hamza Bahaji
| Year of publication: |
2014
|
|---|---|
| Authors: | Bahaji, Hamza |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 40.2014, p. 382-391
|
| Subject: | Portfolio insurance | Equity benchmark | Perpetual exchange options | Utility maximization | Portfolio-Management | Portfolio selection | Benchmarking | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Hedging | Black-Scholes-Modell | Black-Scholes model |
| 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/10010425588