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Best portfolio insurance for long-term investment strategies in realistic conditions - MaRDI portal

Best portfolio insurance for long-term investment strategies in realistic conditions (Q2442525)

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Best portfolio insurance for long-term investment strategies in realistic conditions
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    Best portfolio insurance for long-term investment strategies in realistic conditions (English)
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    3 April 2014
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    capital guarantee products
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    constant proportion portfolio insurance
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    option based portfolio insurance
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    pension funds
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    jump processes
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    time-changed Brownian motion
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    dynamic replication in discrete time
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    utility theory
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    certainty equivalent return
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