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CPPI
OBPI
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
On the stochastic dominance of portfolio insurance strategies
Maalej, Hela
;
Prigent, Jean-Luc
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
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2
A portfolio insurance strategy for volatility index (VIX) futures
Jung, Young Cheol
- In:
The quarterly review of economics and finance : journal …
60
(
2016
),
pp. 189-200
Persistent link: https://www.econbiz.de/10011627439
Saved in:
3
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. …
Persistent link: https://www.econbiz.de/10009484099
Saved in:
4
Long-term optimal portfolios with floor
Sekine, Jun
- In:
Finance and Stochastics
16
(
2012
)
3
,
pp. 369-401
Persistent link: https://www.econbiz.de/10010557974
Saved in:
5
An analysis of risk-based asset allocation and portfolio insurance strategies
Ho, Lan-chih
;
Cadle, John
;
Theobald, Michael
- In:
Review of Quantitative Finance and Accounting
36
(
2011
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10008925896
Saved in:
6
An analysis of risk-based asset allocation and portfolio insurance strategies
Ho, Lan-chih
;
Cadle, John
;
Theobald, Michael
- In:
Review of quantitative finance and accounting
36
(
2011
)
2
,
pp. 247-267
Persistent link: https://www.econbiz.de/10009272505
Saved in:
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