Best portfolio insurance for long-term investment strategies in realistic conditions-Reference-Cited by-同舟云学术

Best portfolio insurance for long-term investment strategies in realistic conditions

Published:2013-03 Issue:2 Volume:52 Page:263-274
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Pézier Jacques,Scheller Johanna

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference39 articles.

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4. Portfolio insurance strategies: a comparison of standard methods when the volatility of the stock is stochastic;Bertrand;International Journal of Business,2003

5. Portfolio insurance strategies OBPI versus CPPI;Bertrand;Finance,2005

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