Risk management of time varying floors for dynamic portfolio insurance (Q1744530)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk management of time varying floors for dynamic portfolio insurance |
scientific article |
Statements
Risk management of time varying floors for dynamic portfolio insurance (English)
0 references
23 April 2018
0 references
portfolio insurance
0 references
CPPI
0 references
time varying floor
0 references
ratchet
0 references
margin
0 references
0 references
