Dynamic portfolio insurance strategies: risk management under Johnson distributions (Q1615814)
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scientific article; zbMATH DE number 6969443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio insurance strategies: risk management under Johnson distributions |
scientific article; zbMATH DE number 6969443 |
Statements
Dynamic portfolio insurance strategies: risk management under Johnson distributions (English)
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31 October 2018
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portfolio insurance
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CPPI
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hedge funds
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Johnson distribution
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gap risk
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VaR
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CVaR
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