Pages that link to "Item:Q1605420"
From MaRDI portal
The following pages link to A comparative study of portfolio insurance. (Q1605420):
Displaying 11 items.
- Minimum return guarantees, investment caps, and investment flexibility (Q315106) (← links)
- Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime? (Q470677) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Risk management with expected shortfall (Q2230765) (← 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)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Scenario optimization asset and liability modelling for individual investors (Q2480245) (← links)
- PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING (Q5488980) (← links)
