Long-term optimal portfolios with floor (Q1761450)
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scientific article; zbMATH DE number 6106812
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Long-term optimal portfolios with floor |
scientific article; zbMATH DE number 6106812 |
Statements
Long-term optimal portfolios with floor (English)
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15 November 2012
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risk-sensitive portfolio optimization
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long-term investment
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floor constraint
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portfolio insurance
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CPPI
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OBPI
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dynamic fund protection
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American perpetual option
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perpetual lookback option
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