This study presents a systematic comparison of portfolio insurance strategies. In order to test for statistical significance of the differences in downside perf
Scientific Essay from the year 2021 in the subject Business economics - Investment and Finance, , language: English, abstract: Investments in money and capital
We compare the performances of the two standard portfolio insurance methods: the Option Based Portfolio Insurance (OBPI) and the Constant Proportion Portfolio I
This study makes a comparison between the most popular strategies of Portfolio Insurance based on Monte Carlo simulation. This work aims to define the best stra
This book offers a timely review of cutting-edge applications of computational intelligence to business management and financial analysis. It covers a wide rang