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...
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | article |
| Lenguaje: | FA |
| Publicado: |
University of Tehran
2021
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/5decf2dae63f467ba7b9ee17bd28e074 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|