Optimal rebalance rules for the constant proportion...

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Economic Systems 2015 / 7

Optimal rebalance rules for the constant proportion portfolio insurance strategy Evidence from China

Zhang, Tao, Zhou, Hongfeng, Li, Larry, Gu, Feng
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Language:
english
Journal:
Economic Systems
DOI:
10.1016/j.ecosys.2015.02.001
Date:
July, 2015
File:
PDF, 191 KB
english, 2015
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