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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| Auteurs principaux: | , , |
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| Format: | article |
| Langue: | FA |
| Publié: |
University of Tehran
2021
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| Accès en ligne: | https://doaj.org/article/5decf2dae63f467ba7b9ee17bd28e074 |
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