A comparative study of portfolio insurance. (Q1605420): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Theory of constant proportion portfolio insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Existence of Weakly Maximal Programmes in a Multi-Sector Economy / 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: An Intertemporal General Equilibrium Model of Asset Prices / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparative Dynamics of an Equilibrium Intertemporal Asset Pricing Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Consumption-Based Capital Asset Pricing Model / 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: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asset Prices in an Exchange Economy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Recursive Competitive Equilibrium: The Case of Homogeneous Households / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Model of Intertemporal Asset Prices Under Asymmetric Information / rank
 
Normal rank

Revision as of 10:56, 4 June 2024

scientific article
Language Label Description Also known as
English
A comparative study of portfolio insurance.
scientific article

    Statements

    A comparative study of portfolio insurance. (English)
    0 references
    0 references
    15 July 2002
    0 references
    Portfolio insurance
    0 references
    Pure-exchange
    0 references
    Production
    0 references
    Volatility
    0 references
    Trend-chasing
    0 references

    Identifiers