Dynamic preferences for popular investment strategies in pension funds
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.2014.954606
Reference27 articles.
1. Performance evaluation of portfolio insurance strategies using stochastic dominance criteria
2. HOW GOOD ARE PORTFOLIO INSURANCE STRATEGIES?
3. A comparative study of portfolio insurance
4. On the Optimality of Portfolio Insurance
5. Explicit Representation of Cost-Efficient Strategies
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