Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1007/S10479-009-0549-9 / rank | |||
Property / DOI | |||
Property / DOI: 10.1007/S10479-009-0549-9 / rank | |||
Normal rank |
Latest revision as of 23:15, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic dominance of portfolio insurance strategies OBPI versus CPPI |
scientific article |
Statements
Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (English)
0 references
25 August 2011
0 references
portfolio insurance
0 references
CPPI
0 references
OBPI
0 references
stochastic dominance
0 references
volatility spread
0 references
risk-averse investor
0 references