Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (Q951341)
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scientific article; zbMATH DE number 5356608
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| English | Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation |
scientific article; zbMATH DE number 5356608 |
Statements
Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (English)
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24 October 2008
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trading strategies
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benchmarking
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portfolio insurance
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technical analysis
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Monte Carlo simulations
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risk-adjusted performance
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0.7634812593460083
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0.7474156022071838
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0.7317869067192078
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0.7301751375198364
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0.7263343334197998
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