Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972): Difference between revisions

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Latest revision as of 23:15, 9 December 2024

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Stochastic dominance of portfolio insurance strategies OBPI versus CPPI
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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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