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~subject:"Option based portfolio insurance"
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Best portfolio insurance for long-term investment strategies in realistic conditions
Pézier, Jacques
;
Scheller, Johanna
- In:
Insurance: Mathematics and Economics
52
(
2013
)
2
,
pp. 263-274
, optimal CPPI strategies are still superior to optimal
option
based
portfolio
insurance
(OBPI) strategies. The effects of …
Persistent link: https://www.econbiz.de/10010662447
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