Long-term optimal portfolios with floor
type: Item
instance of: scholarly article
title: Long-term optimal portfolios with floor
zbMATH Open document ID: 1251.91056
author: Jun Sekine
published in: Finance and Stochastics
publication date: 2012-11-15T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6106812
zbMATH Keywords: risk-sensitive portfolio optimization
zbMATH Keywords: long-term investment
zbMATH Keywords: floor constraint
zbMATH Keywords: portfolio insurance
zbMATH Keywords: CPPI
zbMATH Keywords: OBPI
zbMATH Keywords: dynamic fund protection
zbMATH Keywords: American perpetual option
zbMATH Keywords: perpetual lookback option
MaRDI profile type: Publication
full work available at URL: s00780-012-0175-2
OpenAlex ID: W2074465818
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DOI: 10.1007/S00780-012-0175-2
description: scientific article; zbMATH DE number 6106812