Related Books

Portfolio Insurance and VaRoP. A Comparison
Language: en
Pages: 23
Authors: Ralf Hohmann
Categories: Business & Economics
Type: BOOK - Published: 2021-05-18 - Publisher: GRIN Verlag

DOWNLOAD EBOOK

Scientific Essay from the year 2021 in the subject Business economics - Investment and Finance, , language: English, abstract: Investments in money and capital
A Bootstrap-Based Comparison of Portfolio Insurance Strategies
Language: en
Pages: 53
Authors: Hubert Dichtl
Categories:
Type: BOOK - Published: 2014 - Publisher:

DOWNLOAD EBOOK

This study presents a systematic comparison of portfolio insurance strategies. In order to test for statistical significance of the differences in downside perf
Portfolio Insurance in Imperfect Markets
Language: en
Pages: 312
Authors: Thawatchai Jittrapanun
Categories: Insurance
Type: BOOK - Published: 1994 - Publisher:

DOWNLOAD EBOOK

Portfolio Insurance Strategies
Language: en
Pages: 12
Authors: Jean-Luc Prigent
Categories:
Type: BOOK - Published: 2003 - Publisher:

DOWNLOAD EBOOK

We compare the performances of the two standard portfolio insurance methods: the Option Based Portfolio Insurance (OBPI) and the Constant Proportion Portfolio I
Portfolio Insurance Techniques
Language: en
Pages: 53
Authors: Giovanni Fuganti
Categories:
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK