Portable Alpha- und Portable Beta-Strategien in der Eurozone : Implementierung von aktiven Asset-Allokation-Strategien unter Verwendung von Aktienindex-Optionen und -Futures
Noe͏̈l Amenc; Philippe Malaise; Lionel Martellini; Daphné Sfeir
| Year of publication: |
2006
|
|---|---|
| Authors: | Amenc, Noël ; Malaise, Philippe ; Martellini, Lionel ; Sfeir, Daphné |
| Published in: |
Handbuch Alternative Investments ; Bd. 2. - Wiesbaden : Gabler, ISBN 3-8349-0298-5. - 2006, p. 701-722
|
| Subject: | Portfolio-Management | Portfolio selection | Aktienfonds | Equity fund | Index-Futures | Index futures | Euromarkt | Euromarkets | EU-Staaten | EU countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | German |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003379021