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Constant Proportion Portfolio Insurance (CPPI) : Statistical Properties and Practical Implications

Khuman, Anil and Maringer, Dietmar and Constantinou, Nick. (2008) Constant Proportion Portfolio Insurance (CPPI) : Statistical Properties and Practical Implications. [Essex].

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Official URL: http://edoc.unibas.ch/dok/A5252988

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Faculties and Departments:06 Faculty of Business and Economics > Departement Wirtschaftswissenschaften > Professuren Wirtschaftswissenschaften > Computational Economics and Finance (Maringer)
UniBasel Contributors:Maringer, Dietmar
Item Type:Working Paper
Publisher:[University of Essex]
Note:Series: Centre for computational finance and economic agents - lworking paper series ; WP023-08 -- Publication type according to Uni Basel Research Database: Discussion paper / Internet publication
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Last Modified:08 Jun 2012 06:55
Deposited On:08 Jun 2012 06:45

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