Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525)

From MaRDI portal
Revision as of 15:20, 4 August 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
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
    0 references
    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

    Identifiers