Pages that link to "Item:Q1200314"

The following pages link to Theory of constant proportion portfolio insurance (Q1200314):

Displaying 50 items.

• Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
• Downside risk in multiperiod tracking error models (Q301206) (← links)
• Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
• Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
• Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972) (← links)
• Portfolio insurance under a risk-measure constraint (Q654812) (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) (← links)
• Portfolio insurance with liquidity risk (Q841847) (← links)
• Theoretical solution versus industry standard: Optimal leverage function for CPDOs (Q845590) (← links)
• Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (Q951341) (← links)
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
• Pension schemes as options on pension fund assets: implications for pension fund management (Q1282144) (← links)
• Stochastic pension fund modelling (Q1381473) (← links)
• A comparative study of portfolio insurance. (Q1605420) (← links)
• Dynamic portfolio insurance strategies: risk management under Johnson distributions (Q1615814) (← links)
• Risk management of time varying floors for dynamic portfolio insurance (Q1744530) (← links)
• Long-term optimal portfolios with floor (Q1761450) (← links)
• Dynamic asset allocation when bequests are luxury goods (Q1994300) (← links)
• Model-free CPPI (Q1994390) (← links)
• A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
• Optimal payoff under the generalized dual theory of choice (Q2060549) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• Optimal HARA investments with terminal VaR constraints (Q2153966) (← links)
• A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
• Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Model for dynamic multiple of CPPI strategy (Q2320718) (← links)
• Optimal portfolio choice and consistent performance (Q2343112) (← links)
• Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
• Hedging global environment risks: an option based portfolio insurance (Q2440762) (← links)
• Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525) (← links)
• Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230) (← links)
• Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (Q2490244) (← links)
• The design of equity-indexed annuities (Q2518533) (← links)
• Return smoothing in life insurance from a client perspective (Q2665845) (← links)
• A portfolio choice problem under risk capacity constraint (Q2675243) (← links)
• Dynamic surplus optimization with performance- and index-linked liabilities (Q2677935) (← links)
• For what trading strategies is the tax payment stream of infinite variation? (Q2974046) (← links)
• Optimal design of equity-linked products with a probabilistic constraint (Q3077741) (← links)
• Investing for retirement through a with-profits pension scheme: a client's perspective (Q3077748) (← links)
• Protection of a Company Issuing a Certain Class of Participating Policies in a Complete Market Framework (Q3088970) (← links)
• CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977) (← links)
• OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (Q4372014) (← links)
• Some Notes on the Dynamics and Optimal Control of Stochastic Pension Fund Models in Continuous Time (Q4407161) (← links)
• Tail-risk protection trading strategies (Q4555105) (← links)
• Optimal portfolio positioning within generalized Johnson distributions (Q4555123) (← links)
• HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
• Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)
• CONIC CPPIs (Q4634640) (← links)
• The payoff distribution model: an application to dynamic portfolio insurance (Q4683012) (← links)