Portfolio insurance: gap risk under conditional multiples (Q299885)
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scientific article; zbMATH DE number 6597020
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio insurance: gap risk under conditional multiples |
scientific article; zbMATH DE number 6597020 |
Statements
Portfolio insurance: gap risk under conditional multiples (English)
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23 June 2016
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finance
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investment analysis
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risk management
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portfolio insurance
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CPPI with conditional multiples
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0.8429362773895264
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0.8428718447685242
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0.842066764831543
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0.8350682258605957
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0.8328206539154053
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