Pages that link to "Item:Q635972"

The following pages link to Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972):

Displaying 11 items.

• Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) (← links)
• Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
• A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
• Optimal HARA investments with terminal VaR constraints (Q2153966) (← links)
• Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525) (← links)
• HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
• Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)
• Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
• MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY (Q5114681) (← links)
• PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084) (← links)