Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading |
scientific article; zbMATH DE number 6846284
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading |
scientific article; zbMATH DE number 6846284 |
Statements
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (English)
0 references
2 March 2018
0 references
defined-contribution pension plan
0 references
portfolio insurance
0 references
CPPI
0 references
discrete-time trading
0 references
gap risk
0 references
cash-lock risk
0 references
0 references
0 references
0.8554013967514038
0 references
0.8020491600036621
0 references
0.7767075896263123
0 references
0.7728707194328308
0 references
