PRIIP-KID: appearances are deceiving or why to expect the unexpected in a generic KID for multiple option products
From MaRDI portal
Publication:2219629
DOI10.1007/s13385-020-00243-0zbMath1455.91224OpenAlexW3048707853MaRDI QIDQ2219629
Publication date: 20 January 2021
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-020-00243-0
constant-proportion-portfolio insurance (CPPI)insurance-based investment productmultiple option productoption-based-portfolio insurance (OBPI)PRIIP-KID
Cites Work
- Interest rate models -- theory and practice. With smile, inflation and credit
- A guide to Monte Carlo simulation concepts for assessment of risk-return profiles for regulatory purposes
- Effectiveness of CPPI strategies under discrete-time trading
- PRIIP-KID: \(\mathrm{\underline {p}}\)roviding \(\mathrm{\underline{r}}\)etail \(\mathrm{\underline{i}}\)nvestors with \(\mathrm{\underline{i}}\)nappropriate \(\mathrm{\underline{p}}\)roduct information?
This page was built for publication: PRIIP-KID: appearances are deceiving or why to expect the unexpected in a generic KID for multiple option products
