Asset dependency structures and portfolio insurance strategies (Q5010069)
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scientific article; zbMATH DE number 7384597
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Asset dependency structures and portfolio insurance strategies |
scientific article; zbMATH DE number 7384597 |
Statements
ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES (English)
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24 August 2021
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portfolio insurance
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dependence
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copulas
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drawdown control
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relative losses
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0.7326677441596985
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0.7085844278335571
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0.7044837474822998
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0.7043966054916382
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0.7015955448150635
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