Pages that link to "Item:Q902656"
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The following pages link to Theoretical foundations of constant-proportion portfolio insurance (Q902656):
Displaying 11 items.
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- Portfolio insurance: A simulation under different market conditions (Q908642) (← links)
- Theory of constant proportion portfolio insurance (Q1200314) (← links)
- Guaranteed bounds for insurance premium rates for the insurance portfolio of factorizable claims (Q1291198) (← links)
- Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- A dynamic autoregressive expectile for time-invariant portfolio protection strategies (Q1994618) (← links)
- Model for dynamic multiple of CPPI strategy (Q2320718) (← links)
- CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES (Q3393977) (← links)
- The payoff distribution model: an application to dynamic portfolio insurance (Q4683012) (← links)
- PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES (Q5061492) (← links)