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

DOI10.1016/S0167-6687(99)00060-8MaRDI QIDQ1584587zbMATHFDO

Authors José M. Chamorro, José Maria Pérez de Villarreal

Publication date 11 January 2001

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

zbMATH Keywords

portfolio insurancetransactions costsskewness preferencefund evaluation

Mathematics Subject Classification ID

Recommendations

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Cites work

• scientific article; zbMATH DE number 3119645 (Why is no real title available?)
• scientific article; zbMATH DE number 3049708 (Why is no real title available?)
• Advances in prospect theory: cumulative representation of uncertainty
• Portfolio insurance: A simulation under different market conditions
• Prospect Theory: An Analysis of Decision under Risk

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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