Portfolio insurance under a risk-measure constraint (Q654812): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2011.05.009
@@ Property / DOI: 10.1016/j.insmatheco.2011.05.009 / rank @@
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+W4298434486
@@ Property / OpenAlex ID: W4298434486 / rank @@
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@@ Property / arXiv ID @@
+.4489
@@ Property / arXiv ID: 1102.4489 / rank @@
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@@ Property / cites work @@
+Q3400706
@@ Property / cites work: Q3400706 / rank @@
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@@ Property / cites work @@
+Theory of constant proportion portfolio insurance
@@ Property / cites work: Theory of constant proportion portfolio insurance / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Control under Stochastic Target Constraints
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+Stochastic Target Problems with Controlled Loss
@@ Property / cites work: Stochastic Target Problems with Controlled Loss / rank @@
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@@ Property / cites work @@
+PORTFOLIO MANAGEMENT WITH CONSTRAINTS
@@ Property / cites work: PORTFOLIO MANAGEMENT WITH CONSTRAINTS / rank @@
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@@ Property / cites work @@
+CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
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+Optimal portfolio management with American capital guarantee
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+Optimal Portfolios with Bounded Capital at Risk
@@ Property / cites work: Optimal Portfolios with Bounded Capital at Risk / rank @@
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+Quantile hedging
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+Stochastic finance. An introduction in discrete time
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+Robust utility maximization with limited downside risk in incomplete markets
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+BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
@@ Property / cites work: BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME / rank @@
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+Law invariant risk measures have the Fatou property
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+On convex risk measures on \(L^{p}\)-spaces
@@ Property / cites work: On convex risk measures on \(L^{p}\)-spaces / rank @@
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@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
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@@ Property / cites work @@
+Optimal and robust contracts for a risk-constrained principal
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@@ Property / DOI @@
+.1016/J.INSMATHECO.2011.05.009
@@ Property / DOI: 10.1016/J.INSMATHECO.2011.05.009 / rank @@
+Normal rank