Dynamic preferences for popular investment strategies in pension funds (Q4576975): Difference between revisions

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+A comparative study of portfolio insurance.
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+Normal rank
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+Theory of constant proportion portfolio insurance
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+Normal rank
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+Optimal design of equity-linked products with a probabilistic constraint
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Modeling non-monotone risk aversion using SAHARA utility functions
+Normal rank
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+Optimum consumption and portfolio rules in a continuous-time model
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+Portfolio choice under dynamic investment performance criteria
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+Portfolio Choice under Space-Time Monotone Performance Criteria
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+INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA
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+Best portfolio insurance for long-term investment strategies in realistic conditions
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+Portfolio Optimization and Performance Analysis
@@ Property / cites work: Portfolio Optimization and Performance Analysis / rank @@
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+Stochastic dominance of portfolio insurance strategies OBPI versus CPPI
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