Mutual fund evaluation: a portfolio insurance approach. A heuristic application in Spain

DOI10.1016/S0167-6687(99)00060-8zbMATH Open0963.91064MaRDI QIDQ1584587FDOQ1584587

Authors: José M. Chamorro, José Maria Pérez de Villarreal 

Publication date: 11 January 2001

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

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zbMATH Keywords

portfolio insurancetransactions costsskewness preferencefund evaluation

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Advances in prospect theory: cumulative representation of uncertainty
• Prospect Theory: An Analysis of Decision under Risk
• Title not available (Why is that?)
• Portfolio insurance: A simulation under different market conditions

Cited In (2)

• Performance measurement of pension strategies: a case study of Danish life-cycle products
• Performance measurement of pension strategies: a case study of Danish life cycle products

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