Constant Proportion Portfolio Insurance Strategy in Southeast European Markets

Publié en ligne: 28 mai 2016

Pages: 59 - 80

Reçu: 24 juil. 2015

Accepté: 13 sept. 2015

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

Mots clés

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.