Constant Proportion Portfolio Insurance Strategy in Southeast European Markets
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References listed on IDEAS
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More about this item
Keywordsinvestments; portfolio insurance; constant proportion portfolio insurance; Monte Carlo simulations; interest rate models;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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