Pages that link to "Item:Q2271619"

The following pages link to Effectiveness of CPPI strategies under discrete-time trading (Q2271619):

Displaying 17 items.

• Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
• Return distributions of equity-linked retirement plans under jump and interest rate risk (Q362051) (← links)
• On the optimal design of insurance contracts with guarantees (Q659256) (← links)
• Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574) (← links)
• Dynamic hybrid products with guarantees -- an optimal portfolio framework (Q1757610) (← links)
• Model-free CPPI (Q1994390) (← links)
• A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
• A tail measure with variable risk tolerance: application in dynamic portfolio insurance strategy (Q2152243) (← links)
• PRIIP-KID: appearances are deceiving or why to expect the unexpected in a generic KID for multiple option products (Q2219629) (← links)
• Model for dynamic multiple of CPPI strategy (Q2320718) (← links)
• Constant proportion portfolio insurance under a regime switching exponential Lévy process (Q2443230) (← links)
• For what trading strategies is the tax payment stream of infinite variation? (Q2974046) (← links)
• Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
• PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES (Q5061492) (← links)
• MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY (Q5114681) (← links)
• PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084) (← links)
• Options on constant proportion portfolio insurance with guaranteed minimum equity exposure (Q6579515) (← links)