Dynamic preferences for popular investment strategies in pension funds (Q4576975): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1080/03461238.2014.954606
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+W2052424671
@@ Property / OpenAlex ID: W2052424671 / rank @@
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@@ Property / cites work @@
+A comparative study of portfolio insurance.
@@ Property / cites work: A comparative study of portfolio insurance. / rank @@
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@@ Property / cites work @@
+Theory of constant proportion portfolio insurance
@@ Property / cites work: Theory of constant proportion portfolio insurance / rank @@
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@@ Property / cites work @@
+Optimal design of equity-linked products with a probabilistic constraint
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+Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
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+Optimum consumption and portfolio rules in a continuous-time model
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+Portfolio choice under dynamic investment performance criteria
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+Portfolio Choice under Space-Time Monotone Performance Criteria
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+INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA
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+Best portfolio insurance for long-term investment strategies in realistic conditions
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+Portfolio Optimization and Performance Analysis
@@ Property / cites work: Portfolio Optimization and Performance Analysis / rank @@
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@@ Property / cites work @@
+Stochastic dominance of portfolio insurance strategies OBPI versus CPPI
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@@ links / mardi / name / links / mardi / name @@
+Publication:4576975