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Minimum-cost portfolio insurance - MaRDI portal

Minimum-cost portfolio insurance (Q1583151)

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scientific article; zbMATH DE number 1521683
Language Label Description Also known as
English
Minimum-cost portfolio insurance
scientific article; zbMATH DE number 1521683

    Statements

    title
    Minimum-cost portfolio insurance (English)
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    publication date
    26 October 2000
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    zbMATH Keywords
    investment strategy
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    portfolio
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    incomplete derivative markets
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    lattice-subspace
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    author
    Donald J. Brown
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    Jan Werner
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    Identifiers

    zbMATH DE Number
    1521683
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