The effectiveness of the VaR-based portfolio insurance strategy: An empirical analysis
| Year of publication: |
2009
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|---|---|
| Authors: | Jiang, Chonghui ; Ma, Yongkai ; An, Yunbi |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 18.2009, 4, p. 185-198
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