Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1007/s10479-009-0549-9 / rank | |||
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| Property / OpenAlex ID: W101239933 / rank | |||
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| Property / cites work: Theory of constant proportion portfolio insurance / rank | |||
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Revision as of 09:42, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic dominance of portfolio insurance strategies OBPI versus CPPI |
scientific article |
Statements
Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (English)
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25 August 2011
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portfolio insurance
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CPPI
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OBPI
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stochastic dominance
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volatility spread
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risk-averse investor
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