Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972): Difference between revisions

@@ Property / cites work @@
+Theory of constant proportion portfolio insurance
@@ Property / cites work: Theory of constant proportion portfolio insurance / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized convex inequalities
@@ Property / cites work: Generalized convex inequalities / rank @@
+Normal rank
@@ Property / cites work @@
+Entscheidungsregeln bei Risiko: multivariate stochastische Dominanz
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank