MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY (Q5114681)
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scientific article; zbMATH DE number 7214798
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY |
scientific article; zbMATH DE number 7214798 |
Statements
MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY (English)
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25 June 2020
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CPPI strategy
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multiplier
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constrained optimization
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gap risk
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bootstrap simulations
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