Investigating the Performance of Portfolio Insurance Strategies under a Regime Switching Markov Model in Tehran Stock Exchange

Objective: Portfolio insurance strategies are structural methods that provide a certain level of certainty by setting a floor value. In other words, using these strategies can achieve a predetermined minimum return. PI strategies, while maintaining the potential for capital growth in bull markets, p...

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Autores principales: Peyman Alipour, Ali Foroush Bastani, Gholamreza Mansourfar
Formato: article
Lenguaje:FA
Publicado: University of Tehran 2021
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Acceso en línea:https://doaj.org/article/5decf2dae63f467ba7b9ee17bd28e074
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