Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972)
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scientific article; zbMATH DE number 5942438
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| English | Stochastic dominance of portfolio insurance strategies OBPI versus CPPI |
scientific article; zbMATH DE number 5942438 |
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Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (English)
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25 August 2011
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portfolio insurance
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CPPI
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OBPI
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stochastic dominance
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volatility spread
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risk-averse investor
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0.8107956647872925
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0.8092648983001709
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0.7914761304855347
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