A comparative study of portfolio insurance.
type: Item
instance of: scholarly article
title: A comparative study of portfolio insurance.
zbMATH Open document ID: 1131.91328
DOI: 10.1016/S0165-1889(01)00043-4
author: Suleyman Basak
publication date: 2002-07-15T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1768262
zbMATH Keywords: Portfolio insurance
zbMATH Keywords: Pure-exchange
zbMATH Keywords: Production
zbMATH Keywords: Volatility
zbMATH Keywords: Trend-chasing
MaRDI profile type: Publication
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full work available at URL: s0165-1889(01)00043-4
OpenAlex ID: W3122929545
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1768262