FINANCE: Portfolio-Insurance-Strategies
In tsapp: Time Series, Analysis and Application
Description
Usage
Format
Source
Examples
Description
Portfolio-Insurance-Strategies
Usage
1
Format
FINANCE is a multivariate time series of length 7529:
- CPPI
first Portfolio-Insurance-Strategy
- TIPP
second Portfolio-Insurance-Strategy
- StopLoss
third Portfolio-Insurance-Strategy
- SyntheticPut
fourth Portfolio-Insurance-Strategy
- CASH
money market investment
Source
Dichtl, H. and Drobetz, W. (2011) <doi:10.1016/j.jbankfin.2010.11.012>
Examples
1
2
tsapp documentation built on Oct. 30, 2021, 5:08 p.m.
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Description Usage Format Source Examples
Description
Portfolio-Insurance-Strategies
Usage
1 |
Format
FINANCE is a multivariate time series of length 7529:
- CPPI
first Portfolio-Insurance-Strategy
- TIPP
second Portfolio-Insurance-Strategy
- StopLoss
third Portfolio-Insurance-Strategy
- SyntheticPut
fourth Portfolio-Insurance-Strategy
- CASH
money market investment
Source
Dichtl, H. and Drobetz, W. (2011) <doi:10.1016/j.jbankfin.2010.11.012>
Examples
1 2 |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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