Portfolio Insurance : a comparison of alternative investment strategies

Mestrado em Finanças

Bibliographic Details
Main Author: Costa, Jorge Filipe Baptista da (author)
Format: masterThesis
Language:por
Published: 2015
Subjects:
Portfolio Insurance
Simulação de Monte Carlo
Constant Proportion Portfolio Insurance (CPPI)
Option Based Portfolio Insurance (OBPI)
Stop-Loss Portfolio Insurance (SLPI)
Monte Carlo simulation
Online Access:http://hdl.handle.net/10400.5/10260
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/10260

Internet

http://hdl.handle.net/10400.5/10260

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