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
Keywords :
Trading strategies , benchmarking , Technical analysis , Portfolio insurance , Monte Carlosimulations , Risk-adjusted performance
Journal title :
Journal of Economic Dynamics and Control
Journal title :
Journal of Economic Dynamics and Control
