Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972): Difference between revisions
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Property / DOI: 10.1007/s10479-009-0549-9 / rank | |||
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Property / cites work: Theory of constant proportion portfolio insurance / rank | |||
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Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank | |||
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Latest revision as of 23:15, 9 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Stochastic dominance of portfolio insurance strategies OBPI versus CPPI |
scientific article |
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Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (English)
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25 August 2011
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portfolio insurance
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CPPI
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OBPI
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stochastic dominance
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volatility spread
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risk-averse investor
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