Assets' Dependence Structure Implications for Portfolio Insurance

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dc.contributor.authorDaniel Mantilla-García
dc.contributor.authorEnrique ter Horst
dc.contributor.authorGermán Molina
dc.contributor.authorEmilien Audeguil
dc.coverage.spatialBolivia
dc.date.accessioned2026-03-22T18:42:44Z
dc.date.available2026-03-22T18:42:44Z
dc.date.issued2018
dc.identifier.doi10.2139/ssrn.3244175
dc.identifier.urihttps://doi.org/10.2139/ssrn.3244175
dc.identifier.urihttps://andeanlibrary.org/handle/123456789/71737
dc.language.isoen
dc.publisherRELX Group (Netherlands)
dc.relation.ispartofSSRN Electronic Journal
dc.sourceUniversidad de Los Andes
dc.subjectPortfolio
dc.subjectEconometrics
dc.subjectMultiplier (economics)
dc.subjectAsset allocation
dc.subjectBenchmark (surveying)
dc.subjectEconomics
dc.subjectActuarial science
dc.subjectStochastic dominance
dc.subjectMonte Carlo method
dc.subjectComputer science
dc.titleAssets' Dependence Structure Implications for Portfolio Insurance
dc.typearticle

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