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~person:"Bhattacharya, Sukanto"
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Dynamically opted protection envelope (DOPE) - A cost-effective strategy of insuring an investment portfolio
Bhattacharya, Sukanto
;
Kumar, Kuldeep
-
2007
(CPPI) strategy or by means of an options-based portfolio insurance strategy (
OBPI
). However both have drawbacks in terms of …. Unlike CPPI and
OBPI
, it will work in a crash situation too. …
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