PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2006.00272.x/fullpdf
Reference17 articles.
1. H. P.Bermin(1999 ): Hedging Options: The Malliavin Calculus Approach versus the Delta-Hedging Approach , Manuscript.
2. Hedging lookback and partial lookback options using Malliavin calculus
3. A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options
4. Portfolio Insurance in Complete Markets: A Note
5. Equilibrium Analysis of Portfolio Insurance
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