Minimum-cost portfolio insurance (Q1583151): Difference between revisions
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Property / author: Charalambos D. Aliprantis / rank | |||
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Property / author: Jan Werner / rank | |||
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Latest revision as of 15:52, 30 May 2024
scientific article
Language | Label | Description | Also known as |
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English | Minimum-cost portfolio insurance |
scientific article |
Statements
Minimum-cost portfolio insurance (English)
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26 October 2000
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investment strategy
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portfolio
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incomplete derivative markets
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lattice-subspace
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