Minimum-cost portfolio insurance (Q1583151)
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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)
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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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0.8257799744606018
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0.8192316293716431
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0.788756251335144
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0.7602934241294861
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