On the benefits of robust asset allocation for CPPI strategies
Katrin Schöttle and Ralf Werner
| Year of publication: |
2010
|
|---|---|
| Authors: | Schöttle, Katrin ; Werner, Ralf |
| Published in: |
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk. - New Jersey [u.a.] : World Scientific, ISBN 981-4280-10-0. - 2010, p. 295-326
|
| Subject: | Constant Proportion Portfolio Insurance | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008655199