• 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
    13
  • 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