The Grossman and Zhou investment strategy is not always optimal (Q2567182)
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scientific article; zbMATH DE number 2211350
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| default for all languages | No label defined |
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| English | The Grossman and Zhou investment strategy is not always optimal |
scientific article; zbMATH DE number 2211350 |
Statements
The Grossman and Zhou investment strategy is not always optimal (English)
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29 September 2005
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drawdown
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portfolio insurance
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optimal asset allocation
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0.7592078447341919
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0.7395061254501343
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0.738149881362915
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0.7368128299713135
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0.7324392795562744
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