Portfolio insurance strategies : a comparison of standard methods when the volatility of the stock is stochastic
Year of publication: |
2003
|
---|---|
Authors: | Bertrand, Philippe ; Prigent, Jean-Luc |
Published in: |
International journal of business. - Fresno, Calif. : Premier Publ., ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 8.2003, 4, p. 461-472
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Börsenkurs | Share price |
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