Open AccessRebalancing Return and Hedge Effectiveness of Dynamic Portfolio Insurance Strategies: A simulation Based Study
Author(s) -
Frieder Meyer-Bullerdiek
Publication year - 2019
Publication title -
research journal of finance and accounting
Language(s) - English
Resource type - Journals
eISSN - 2222-2847
pISSN - 2222-1697
DOI - 10.7176/rjfa/10-20-01
Subject(s) - portfolio , portfolio insurance , rate of return on a portfolio , replicating portfolio , actuarial science , econometrics , portfolio optimization , hedge , computer science , business , economics , financial economics , ecology , biology
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