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Minimizing the expected lifetime spent in drawdown under proportional consumption
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 15 (2015), pp. 106-114
Persistent link: https://www.econbiz.de/10011552995
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Portfolio insurance trading rules
Bookstaber, Richard; Langsam, Joseph A. - In: The journal of futures markets 20 (2000) 1, pp. 41-57
Persistent link: https://www.econbiz.de/10001447794
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Maximizing utility of consumption subject to a constraint on the probability of lifetime ruin
Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 5 (2008) 4, pp. 204-212
Persistent link: https://www.econbiz.de/10003786342
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Portfolio insurance trading rules
Bookstaber, Richard; Langsam, Joseph A. - In: The journal of futures markets 8 (1988) 1, pp. 15-31
Persistent link: https://www.econbiz.de/10003498712
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Mutual fund theorems when minimizing the probability of lifetime ruin
Bayraktar, Erhan; Young, Virginia R. - In: Finance research letters 5 (2008) 2, pp. 69-78
Persistent link: https://www.econbiz.de/10003751291
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Energy cryptocurrencies : assessing connectedness with other asset classes
Yousaf, Imran; Riaz, Yasir; Goodell, John W. - In: Finance research letters 52 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014472244
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What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? : event-study evidence
Yousaf, Imran; Riaz, Yasir; Goodell, John W. - In: Finance research letters 53 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472493
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Integration between asset management tokens, asset management stock, and other financial markets : evidence from TVP-VAR modeling
Yousaf, Imran; Riaz, Yasir; Goodell, John W. - In: Finance research letters 57 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014526712