Minimum-cost portfolio insurance (Q1583151)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1521683
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Minimum-cost portfolio insurance |
scientific article; zbMATH DE number 1521683 |
Statements
Minimum-cost portfolio insurance (English)
0 references
26 October 2000
0 references
investment strategy
0 references
portfolio
0 references
incomplete derivative markets
0 references
lattice-subspace
0 references
0 references
0.8257799744606018
0 references
0.8192316293716431
0 references
0.788756251335144
0 references
0.7602934241294861
0 references
