Portfolio insurance strategies : an analysis of path dependencies

Mestrado em Ciências Empresariais

Bibliographic Details
Main Author: Carvalho, João Pereira (author)
Format: masterThesis
Language:eng
Published: 2013
Subjects:
Portfolio Insurance strategies
CPPI
OBPI
SLPI
path-dependencies
cash-lock
Monte-Carlo simulations
conditioned geometric Brownian motion
Portfolio Insurance
dependência no caminho
simulações de Monte Carlo
movimento Browniano geométrico condicionado
Online Access:http://hdl.handle.net/10400.5/5893
Country:Portugal
Oai:oai:www.repository.utl.pt:10400.5/5893

Internet

http://hdl.handle.net/10400.5/5893

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