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Study on optimization of a dynamic portfolio insurance model (Q3052365)

From MaRDI portal





scientific article
Language Label Description Also known as
English
Study on optimization of a dynamic portfolio insurance model
scientific article

    Statements

    publication date
    5 November 2010
    0 references
    zbMATH Keywords
    portfolio insurance
    0 references
    optimization
    0 references
    dynamic replication
    0 references
    investment strategy
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91G10
    0 references
    91B30
    0 references
    91B16
    0 references
    zbMATH DE Number
    5812128
    0 references
     
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