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) |
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| 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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