Pages that link to "Item:Q635972"
From MaRDI portal
The following pages link to Stochastic dominance of portfolio insurance strategies OBPI versus CPPI (Q635972):
Displayed 11 items.
- Portfolio insurance: gap risk under conditional multiples (Q299885) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Optimal HARA investments with terminal VaR constraints (Q2153966) (← links)
- Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- Dynamic preferences for popular investment strategies in pension funds (Q4576975) (← links)
- Portfolio optimization with wealth-dependent risk constraints (Q5073019) (← links)
- MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY (Q5114681) (← links)
- PORTFOLIO INSURANCE STRATEGIES FOR A TARGET ANNUITIZATION FUND (Q5140084) (← links)