Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:01, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Best portfolio insurance for long-term investment strategies in realistic conditions |
scientific article |
Statements
Best portfolio insurance for long-term investment strategies in realistic conditions (English)
0 references
3 April 2014
0 references
capital guarantee products
0 references
constant proportion portfolio insurance
0 references
option based portfolio insurance
0 references
pension funds
0 references
jump processes
0 references
time-changed Brownian motion
0 references
dynamic replication in discrete time
0 references
utility theory
0 references
certainty equivalent return
0 references
