Pages that link to "Item:Q951341"

The following pages link to Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation (Q951341):

Displaying 14 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)
• Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
• Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
• Bounds and approximations for sums of dependent log-elliptical random variables (Q1023100) (← links)
• Tracking error: a multistage portfolio model (Q1026537) (← links)
• A provisioning problem with stochastic payments (Q1926876) (← links)
• A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
• Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
• Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357) (← links)
• Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525) (← links)
• Approximations for life annuity contracts in a stochastic financial environment (Q2581779) (← links)
• AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (Q2882689) (← links)
• Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables (Q3010444) (← links)