Stochastic dominance of portfolio insurance strategies : OBPI versus CPPI
Rudi Zagst; Julia Kraus
| Year of publication: |
2011
|
|---|---|
| Authors: | Zagst, Rudi ; Kraus, Julia |
| Published in: |
Annals of operations research. - Dordrecht, The Netherlands : Springer Nature B.V., ISSN 0254-5330, ZDB-ID 252629-3. - Vol. 185.2011, p. 75-103
|
| Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process |
| 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/10009126534