MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY.
| Autor: | BIEDOVA, OLGA1 (AUTHOR) obiedova@bentley.edu, STEBLOVSKAYA, VICTORIA1 (AUTHOR) vsteblovskay@bentley.edu |
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| Zdroj: | International Journal of Theoretical & Applied Finance. Mar2020, Vol. 23 Issue 02, pN.PAG-N.PAG. 22p. 8 Charts, 2 Graphs. |
| Databáze: | Business Source Ultimate |
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