مرکز منطقه ای اطلاع رساني علوم و فناوري - Piecewise nonlinear goal-directed CPPI strategy

Title of article :

Piecewise nonlinear goal-directed CPPI strategy

Author/Authors :

J.S. Chen، نويسنده , , Benjamin Penyang Liao، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2007

Pages :

From page :

857

To page :

869

Keywords :

Portfolio insurance strategy , Goal-directed strategy , Piecewise linear GDCPPI strategy , Piecewise nonlinear GDCPPI strategy

Journal title :

Expert Systems with Applications

Serial Year :

2007

Journal title :

Expert Systems with Applications

Record number :

198698

Link To Document :