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Risk management of time varying floors for dynamic portfoli..:
Ben Ameur, H.
;
Prigent, J.-L.
European Journal of Operational Research. 269 (2018) 1 - p. 363-381 , 2018
Link:
https://doi.org/10.1016/j.ejor.2018.01.041
RT Journal T1 <Title>Risk management of time varying floors for dynamic portfolio insurance</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.ejor.2018.01.041&Exemplar=1&LAN=DE A1 Ben Ameur, H. A1 Prigent, J.-L. PB Elsevier BV YR 2018 SN 0377-2217 JF European Journal of Operational Research VO 269 IS 1 SP 363 OP 381 LK http://dx.doi.org/https://doi.org/10.1016/j.ejor.2018.01.041 DO https://doi.org/10.1016/j.ejor.2018.01.041 SF ELIB - SuUB Bremen
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