𝔖 Bobbio Scriptorium
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Return enhancement trading strategies for size based portfolios

✍ Scribed by Glen A. Larsen; Bruce G. Resnick

Book ID
107341612
Publisher
Springer US
Year
2007
Tongue
English
Weight
369 KB
Volume
22
Category
Article
ISSN
1555-4961

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πŸ“œ SIMILAR VOLUMES

Do futures-based strategies enhance dyna
Do futures-based strategies enhance dynamic portfolio insurance?
✍ Binh Huu Do; Robert W. Faff πŸ“‚ Article πŸ“… 2004 πŸ› John Wiley and Sons 🌐 English βš– 113 KB

## Abstract In this paper we investigate the relative performance of two approaches to dynamic portfolio insurance: the synthetic put and the Constant Proportion Portfolio Insurance (CPPI). The investigation is conducted on the Australian market, over a sample period of 59 non‐overlapping quarters

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✍ Enriqueta Vercher πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 177 KB

This paper provides new models for portfolio selection in which the returns on securities are considered fuzzy numbers rather than random variables. The investor's problem is to find the portfolio that minimizes the risk of achieving a return that is not less than the return of a riskless asset. The