Performance evaluation of portfolio insurance strategies using stochastic dominance criteria

✍ Scribed by Jan Annaert; Sofieke Van Osselaer; Bert Verstraete

• Book ID: 116615242
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 362 KB
• Volume: 33
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2008.08.002