Effectiveness of CPPI strategies under discrete-time trading (Q2271619)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effectiveness of CPPI strategies under discrete-time trading |
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Effectiveness of CPPI strategies under discrete-time trading (English)
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7 August 2009
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portfolio insurance
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discrete-time trading
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return guarantees
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gap risk
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volatility risk
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