Portfolio insurance: A simulation under different market conditions (Q908642): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/0167-6687(90)90011-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2041278614 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Note on the Generation of Random Normal Deviates / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3690029 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3996232 / rank | |||
Normal rank | |||
Latest revision as of 12:18, 20 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio insurance: A simulation under different market conditions |
scientific article |
Statements
Portfolio insurance: A simulation under different market conditions (English)
0 references
1990
0 references
In recent years, considerable interest has arisen over the methods and effects of equity portfolio insurance. The present paper outlines a simple method for implementing portfolio insurance and then reports the results of Monte Carlo simulations based on recent experience in the Australian equities market.
0 references
option
0 references
path dependency
0 references
returns
0 references
portfolio insurance
0 references
