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
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