Dynamic allocation strategies for absolute and relative loss control

DOI10.3233/AF-140040MaRDI QIDQ4586440zbMATH OpenOpenAlexFDO

Authors Daniel Mantilla-García

Publication date 13 September 2018

Published in Algorithmic Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3233/af-140040

zbMATH Keywords

risk managementloss aversionbenchmarksportfolio insurancehedging overlay

Mathematics Subject Classification ID

Portfolio theory (91G10) Software, source code, etc. for problems pertaining to game theory, economics, and finance (91-04)

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