Work

Performance evaluation of optimized portfolio insurance strategies

Year: 2014

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2014.03.027

Authors: Daniel Zieling, Antje Mahayni, Sven Balder

Institution: University of Duisburg-Essen

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3124014529

FWCI: 6.712

Cites: 63

Cited by: 40

Related to: 10