Effectiveness of CPPI strategies under discrete-time trading
From MaRDI portal
Publication:2271619
DOI10.1016/j.jedc.2008.04.013zbMath1170.91369MaRDI QIDQ2271619
Antje Mahayni, Sven Balder, Michael Brandl
Publication date: 7 August 2009
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2008.04.013
91B60: Trade models
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