Mahayni, Antje; Brandl, Michael; Balder, Sven:
Effectiveness of CPPI Strategies under Discrete-Time Trading
In: Journal of Economic Dynamics and Control (2009), No. 33, pp. 204 - 220
2009article/chapter in journal
Economics
Title:
Effectiveness of CPPI Strategies under Discrete-Time Trading
Author:
Mahayni, AntjeUDE
GND
1020883898
LSF ID
47199
ORCID
0000-0001-8750-2895ORCID iD
Other
connected with university
;Brandl, Michael;Balder, SvenUDE
LSF ID
50321
Other
connected with university
Year of publication:
2009
Appears in
Journal of Economic Dynamics and Control
in:
No. 33, pp. 204 - 220
ISSN
0165-1889 Show availability online & print