Dynamic Securities Assets Allocation in Portfolio Insurance: The Application of Constant Proportion Portfolio Insurance and Time Invariant Portfolio Protection Methodologies in the Chinese Capital Market
Autor: | Wang Tiefeng, Kami Rwegasira |
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Jazyk: | angličtina |
Rok vydání: | 2006 |
Předmět: | |
Zdroj: | Investment Management & Financial Innovations, Vol 3, Iss 1 (2006) |
Druh dokumentu: | article |
ISSN: | 1810-4967 1812-9358 |
Databáze: | Directory of Open Access Journals |
Externí odkaz: |