Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (Q1703574)
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scientific article; zbMATH DE number 6846284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading |
scientific article; zbMATH DE number 6846284 |
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Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading (English)
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2 March 2018
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defined-contribution pension plan
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portfolio insurance
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CPPI
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discrete-time trading
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gap risk
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cash-lock risk
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