Optimal design of equity-linked products with a probabilistic constraint (Q3077741): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/03461230802281070 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1972276379 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal insurance and generalized deductibles / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Management with Benchmarking / rank
 
Normal rank
Property / cites work
 
Property / cites work: A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: The fair value of guaranteed annuity options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of constant proportion portfolio insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: PORTFOLIO MANAGEMENT WITH CONSTRAINTS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Strategic asset allocation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption and portfolio policies when asset prices follow a diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex duality in constrained portfolio optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio management with American capital guarantee / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Portfolio Optimization with Bounded Shortfall Risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5480304 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolios for exponential Lévy processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment for insurers when the stock price follows an exponential Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: The asymptotic elasticity of utility functions and optimal investment in incomplete markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximizing the probability of a perfect hedge / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolios when stock prices follow an exponential Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal investment with minimum performance constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuing Equity-Indexed Annuities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Stability of Dynamic Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets / rank
 
Normal rank

Latest revision as of 19:01, 3 July 2024

scientific article
Language Label Description Also known as
English
Optimal design of equity-linked products with a probabilistic constraint
scientific article

    Statements

    Optimal design of equity-linked products with a probabilistic constraint (English)
    0 references
    0 references
    0 references
    22 February 2011
    0 references
    equity-indexed annuity
    0 references
    structured product
    0 references
    optimal design
    0 references
    optimal portfolio selection
    0 references
    0 references

    Identifiers