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

@@ Property / DOI @@
-.1007/s10479-009-0549-9
@@ Property / DOI: 10.1007/s10479-009-0549-9 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10479-009-0549-9
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+W101239933
@@ Property / OpenAlex ID: W101239933 / rank @@
+Normal rank
@@ 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
@@ Property / DOI @@
+.1007/S10479-009-0549-9
@@ Property / DOI: 10.1007/S10479-009-0549-9 / rank @@
+Normal rank