Mutual fund evaluation: a portfolio insurance approach. A heuristic application in Spain

DOI10.1016/S0167-6687(99)00060-8zbMath0963.91064MaRDI QIDQ1584587

José Maria Pérez de Villarreal, José M. Chamorro

Publication date: 11 January 2001

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

portfolio insurancetransactions costsskewness preferencefund evaluation

Mathematics Subject Classification ID

Related Items (2)

Performance measurement of pension strategies: a case study of Danish life cycle products ⋮ Performance measurement of pension strategies: a case study of Danish life-cycle products

Cites Work

• Portfolio insurance: A simulation under different market conditions
• Advances in prospect theory: cumulative representation of uncertainty
• Prospect Theory: An Analysis of Decision under Risk
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