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~subject:"Portfolio selection"
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Search: subject:"option-based portfolio insurance"
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Portfolio selection
Portfolio-Management
4
American put option
3
CRRA utility
3
borrowing constraint
3
human capital
3
martingale method
3
option-based portfolio insurance
3
stochastic control
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FX derivatives
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Foreign exchange risk hedging
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Hedging
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Option-based portfolio insurance
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Portfolio optimization
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Capital guarantee products
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Capital guaranteed products
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Certainty equivalent return
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Constant Proportion Portfolio Insurance
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Constant proportion portfolio insurance (CPPI)
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Currency derivative
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Derivat
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Dynamic replication in discrete time
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Exchange rate risk
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Foreign exchange management
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Human capital
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Humankapital
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Insurance
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Jump processes
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Liquidity constraint
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Liquiditätsbeschränkung
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Martingal
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Martingale
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Option Based Portfolio Insurance
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Option based portfolio insurance
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Option based portfolio insurance (OBPI)
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Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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Hedging international foreign exchange risks via
option
based
portfolio
insurance
Yin, Libo
;
Han, Liyan
- In:
Computational economics
45
(
2015
)
1
,
pp. 151-181
Persistent link: https://www.econbiz.de/10010511321
Saved in:
2
Optimal consumption and investment with labor income and European/American capital guarantee
Kronborg, Morten Tolver
- In:
Risks : open access journal
2
(
2014
)
2
,
pp. 171-194
the
option-based
portfolio
insurance
type. The optimal strategy combines a long position in the optimal unrestricted …
Persistent link: https://www.econbiz.de/10010399774
Saved in:
3
Risk-adjusted performance of portfolio insurance and investors' preferences
Tawil, Dima
- In:
Finance research letters
24
(
2018
),
pp. 10-18
Persistent link: https://www.econbiz.de/10011982441
Saved in:
4
How good are portfolio insurance strategies?
Balder, Sven
;
Mahayni, Antje
- In:
Alternative investments and strategies : credit, …
,
(pp. 227-257)
.
2010
Persistent link: https://www.econbiz.de/10008655201
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