Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525): Difference between revisions

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+Portfolio insurance: A simulation under different market conditions
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+Theory of constant proportion portfolio insurance
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+The Pricing of Options and Corporate Liabilities
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+Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
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+A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
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+CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
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+Portfolio insurance under a risk-measure constraint
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+Optimal portfolio management with American capital guarantee
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+Martingales and stochastic integrals in the theory of continuous trading
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+The Variance Gamma Process and Option Pricing
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+Optimum consumption and portfolio rules in a continuous-time model
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+Option pricing when underlying stock returns are discontinuous
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+Stochastic dominance of portfolio insurance strategies OBPI versus CPPI
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