Constant Proportion Portfolio Insurance Strategy in Southeast European Markets

Published Online: May 28, 2016

Page range: 59 - 80

Received: Jul 24, 2015

Accepted: Sep 13, 2015

DOI: https://doi.org/10.1515/bsrj-2016-0005

Keywords

investments, portfolio insurance, constant proportion portfolio insurance, Monte Carlo simulations, interest rate models

© 2016 Elma Agić-Šabeta, published by De Gruyter Open

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.