Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525)
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English | Best portfolio insurance for long-term investment strategies in realistic conditions |
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Best portfolio insurance for long-term investment strategies in realistic conditions (English)
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3 April 2014
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capital guarantee products
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constant proportion portfolio insurance
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option based portfolio insurance
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pension funds
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jump processes
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time-changed Brownian motion
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dynamic replication in discrete time
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utility theory
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certainty equivalent return
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