Pages that link to "Item:Q3393977"
From MaRDI portal
The following pages link to CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977):
Displaying 26 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)
- A note on constant proportion trading strategies (Q635503) (← links)
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- On the optimal design of insurance contracts with guarantees (Q659256) (← links)
- Theoretical foundations of constant-proportion portfolio insurance (Q902656) (← links)
- Theory of constant proportion portfolio insurance (Q1200314) (← links)
- Dynamic portfolio insurance strategies: risk management under Johnson distributions (Q1615814) (← links)
- Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574) (← links)
- Risk management of time varying floors for dynamic portfolio insurance (Q1744530) (← links)
- Model-free CPPI (Q1994390) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Effectiveness of CPPI strategies under discrete-time trading (Q2271619) (← links)
- Model for dynamic multiple of CPPI strategy (Q2320718) (← 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)
- Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis (Q2873543) (← links)
- One-Dimensional Pricing of CPPI (Q2889584) (← links)
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment (Q2892981) (← links)
- A Note on the Suboptimality of Path-Dependent Pay-Offs in Lévy Markets (Q3652700) (← links)
- Constant proportion portfolio insurance strategies in contagious markets (Q4554427) (← links)
- CONIC CPPIs (Q4634640) (← links)
- The payoff distribution model: an application to dynamic portfolio insurance (Q4683012) (← links)
- ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES (Q5010069) (← links)
- PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES (Q5061492) (← links)
- Time-invariant portfolio strategies in structured products with guaranteed minimum equity exposure (Q6581550) (← links)
