Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (Q951341)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation |
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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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