Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972): Difference between revisions
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| Property / cites work: Theory of constant proportion portfolio insurance / rank | |||
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| Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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| Property / cites work: Generalized convex inequalities / rank | |||
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| Property / cites work: Entscheidungsregeln bei Risiko: multivariate stochastische Dominanz / rank | |||
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| Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank | |||
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Latest 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 |
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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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