Dynamic hybrid products with guarantees -- an optimal portfolio framework (Q1757610): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2018.11.005
+Normal rank
@@ Property / OpenAlex ID @@
+W2903446156
@@ Property / OpenAlex ID: W2903446156 / rank @@
+Normal rank
@@ Property / cites work @@
+Effectiveness of CPPI strategies under discrete-time trading
+Normal rank
@@ Property / cites work @@
+Dynamic hybrid products in life insurance: assessing the policyholders' viewpoint
+Normal rank
@@ Property / cites work @@
+Optimal investment strategies in the presence of a minimum guarantee.
+Normal rank
@@ Property / cites work @@
+Q4211565
@@ Property / cites work: Q4211565 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal portfolios with a positive lower bound on final wealth
+Normal rank
@@ Property / cites work @@
+Modern financial mathematics -- theory and practical applications. Vol. 1: Option evaluation and portfolio optimization
+Normal rank
@@ Property / cites work @@
+Q4522707
@@ Property / cites work: Q4522707 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q128891895
@@ Property / Wikidata QID: Q128891895 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1757610