Portfolio Insurance with Adaptive Protection (PIWAP)-Reference-Cited by-同舟云学术

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Portfolio Insurance with Adaptive Protection (PIWAP)

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Soupp Frannois,Heckel Thomas,Carvalho Raul Leote de

Publisher

Elsevier BV

Reference6 articles.

1. CPPI Method with a Conditional Floor;H B Ameur;International Journal of Business,2011

2. Theory of Constant Proportion Portfolio Insurance;F Black;Journal of Economic Dynamics and Control,1992

3. Expected Performance and Risks of Various Portfolio Insurance Strategies;J.-F Boulier;5th AFIR International Colloquium,1995

4. Time-Varying Proportion Portfolio Insurance with Autoregressive Conditional Gap Risk Duration;B Hamidi;Journ�es de Micro�conomie Appliqu�e,2012

5. Theoretical Foundations of Constant Proportion Portfolio Insurance;G Kingston;Economics Letters,1989

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