Risk management of time varying floors for dynamic portfolio insurance
From MaRDI portal
Publication:1744530
DOI10.1016/j.ejor.2018.01.041zbMath1431.91352MaRDI QIDQ1744530
Publication date: 23 April 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2018.01.041
91G10: Portfolio theory
Uses Software