Author:
Annaert Jan,Osselaer Sofieke Van,Verstraete Bert
Subject
Economics and Econometrics,Finance
Reference38 articles.
1. On the coherence of expected shortfall;Acerbi;Journal of Banking and Finance,2002
2. Consistent tests for stochastic dominance;Barrett;Econometrica,2003
3. Comparing portfolio insurance strategies;Benninga;Finanzmarkt und Portfolio Management,1990
4. On the optimality of portfolio insurance;Benninga;Journal of Finance,1985
5. Portfolio insurance: A simulation under different market conditions;Bird;Insurance: Mathematics and Economics,1990
Cited by
95 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献