Risk management of time varying floors for dynamic portfolio insurance (Q1744530)
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scientific article; zbMATH DE number 6863357
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk management of time varying floors for dynamic portfolio insurance |
scientific article; zbMATH DE number 6863357 |
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Risk management of time varying floors for dynamic portfolio insurance (English)
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23 April 2018
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portfolio insurance
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CPPI
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time varying floor
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ratchet
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margin
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0.8334828615188599
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0.8328206539154053
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0.82362961769104
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0.8161670565605164
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0.8151469826698303
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