Title of article
Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
Author/Authors
Riccardo Cesari، نويسنده , , David Cremonini، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
25
From page
987
To page
1011
Keywords
Trading strategies , benchmarking , Technical analysis , Portfolio insurance , Monte Carlosimulations , Risk-adjusted performance
Journal title
Journal of Economic Dynamics and Control
Serial Year
2003
Journal title
Journal of Economic Dynamics and Control
Record number
238362
Link To Document