author = { Tsai, Yi-Ting May, Angelika AND Pfeifer, Dietmar },

title = { CPPI strategies and the problem of long-term guarantees },

publisher = {BIS der Universität Oldenburg},

keywords = { Portfolio Insurance, Gap-Analyse, Risikoanalyse, Risikomaß, Ornstein-Uhlenbeck-Prozess, Charakteristische Funktion , Hochschulschrift },

year = {2016},

address = { Oldenburg },

url = { http://slubdd.de/katalog?TN_libero_mab2 }