Assets' Dependence Structure Implications for Portfolio Insurance

Date

2018

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

RELX Group (Netherlands)

Abstract

Description

Keywords

Portfolio, Econometrics, Multiplier (economics), Asset allocation, Benchmark (surveying), Economics, Actuarial science, Stochastic dominance, Monte Carlo method, Computer science

Citation

DOI

10.2139/ssrn.3244175

URI

https://doi.org/10.2139/ssrn.3244175
 https://andeanlibrary.org/handle/123456789/71737

Collections

Artículo Científico Publicado