Minimum-cost portfolio insurance
type: Item
instance of: scholarly article
title: Minimum-cost portfolio insurance
zbMATH Open document ID: 0967.91020
DOI: 10.1016/S0165-1889(99)00091-3
publication date: 2000-10-26T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 1521683
zbMATH Keywords: investment strategy
zbMATH Keywords: portfolio
zbMATH Keywords: incomplete derivative markets
zbMATH Keywords: lattice-subspace
author: Charalambos D. Aliprantis
author: Donald J. Brown
author: Jan Werner
MaRDI profile type: Publication
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published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1521683