Works matching DE "PORTFOLIO insurance (Securities)"
Results: 31
The Development of Mean--Variance-Efficient Portfolios in Japan and the United States: 25 Years After; or, What Has Driven Stock Selection Models in Japan and the United States?
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- Journal of Investing, 2017, v. 26, n. 1, p. 70, doi. 10.3905/joi.2017.26.1.070
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- Article
Long-term optimal portfolios with floor.
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- Finance & Stochastics, 2012, v. 16, n. 3, p. 369, doi. 10.1007/s00780-012-0175-2
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Practical Aspects of Credibility Theory Aiming the Hierarchical Model with Two-Levels.
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- Romanian Statistical Review, 2012, n. Sup, p. 29
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- Article
Constant proportion portfolio insurance in defined contribution pension plan management.
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- Annals of Operations Research, 2018, v. 266, n. 1/2, p. 329, doi. 10.1007/s10479-017-2449-8
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- Article
Dynamic portfolio insurance strategies: risk management under Johnson distributions.
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- Annals of Operations Research, 2018, v. 262, n. 2, p. 605, doi. 10.1007/s10479-016-2121-8
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- Article
Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading.
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- Annals of Operations Research, 2018, v. 260, n. 1/2, p. 515, doi. 10.1007/s10479-017-2638-5
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- Article
Developing a multi-period robust optimization model considering American style options.
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- Annals of Operations Research, 2015, v. 233, n. 1, p. 305, doi. 10.1007/s10479-013-1461-x
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- Article
Drawdown Control with a Risk Floor.
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- Journal of Alternative Investments, 2015, v. 17, n. 4, p. 79, doi. 10.3905/jai.2015.17.4.079
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- Article
All That's Gold Does Not Glitter.
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- Financial Analysts Journal, 2018, v. 74, n. 1, p. 59, doi. 10.2469/faj.v74.n1.5
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- Article
Restricted increases in risk aversion and their application.
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- Economic Theory, 2017, v. 64, n. 1, p. 161, doi. 10.1007/s00199-016-0978-z
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- Article
Model for Dynamic Multiple of CPPI Strategy.
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- Discrete Dynamics in Nature & Society, 2014, p. 1, doi. 10.1155/2014/260484
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DEBATABLE QUESTIONS OF THE THEORY OF INSURANCE PORTFOLIO.
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- Financial Space, 2015, n. 3, p. 155
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- Article
The payoff distribution model: an application to dynamic portfolio insurance.
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- Quantitative Finance, 2015, v. 15, n. 2, p. 299, doi. 10.1080/14697688.2012.661872
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- Article
Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis.
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- Quantitative Finance, 2012, v. 12, n. 8, p. 1199, doi. 10.1080/14697688.2012.690885
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- Article
State-preference pricing and volatility indices.
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- Accounting & Finance, 2017, v. 57, n. 3, p. 815, doi. 10.1111/acfi.12170
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- Article
Fund Volatility Index using equity market state prices.
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- Accounting & Finance, 2017, v. 57, n. 3, p. 837, doi. 10.1111/acfi.12177
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- Article
Going Long on Shorts.
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- University of Miami Law Review, 2014, v. 68, n. 3, p. 821
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Specific patterns in portfolio analysis.
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- Theoretical & Applied Economics, 2013, v. 20, n. 11, p. 7
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Contents of recent Quarterly Bulletins.
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- Bank of England Quarterly Bulletin, 2012, v. 52, n. 1, p. 88
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- Article
Portfolio insurance using leveraged ETFs.
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- Financial Services Review, 2017, v. 26, n. 4, p. 387
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ANALYSIS OF THE CPPI STRATEGY FOR STOCKS QUOTED ON THE WARSAW STOCK EXCHANGE.
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- Financial Sciences / Nauki o Finansach, 2012, v. 4, n. 13, p. 52
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- Article
Hedging Climate Change News.
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- Review of Financial Studies, 2020, v. 33, n. 3, p. 1184, doi. 10.1093/rfs/hhz072
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Entangled Financial Systems.
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- Review of Financial Studies, 2013, v. 26, n. 5, p. 1291, doi. 10.1093/rfs/hht008
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- Article
Comparing Downside Protection Strategies.
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- Journal of Portfolio Management, 2023, v. 49, n. 7, p. 116, doi. 10.3905/jpm.2023.1.493
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- Article
Still Not Cheap: Portfolio Protection in Calm Markets.
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- Journal of Portfolio Management, 2016, p. 51
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Is Smart Beta State of the Art?
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- 2015
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- Editorial
PORTFOLIO INSURANCE INVESTMENT STRATEGIES: A RISK-MANAGEMENT TOOL.
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- UTMS Journal of Economics, 2017, v. 8, n. 2, p. 91
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- Article
Option-Based Portfolio Insurance over a Rolling Window: Introduction and Derivation by Reinforcement Learning.
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- Journal of Financial Data Science, 2024, v. 6, n. 2, p. 148, doi. 10.3905/jfds.2024.1.151
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- Article
Semiparametric estimation in the optimal dividend barrier for the classical risk model.
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- Scandinavian Actuarial Journal, 2018, v. 2018, n. 9, p. 845, doi. 10.1080/03461238.2018.1463557
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- Article
Optimal consumption, investment and life insurance with surrender option guarantee.
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- Scandinavian Actuarial Journal, 2015, v. 2015, n. 1, p. 59, doi. 10.1080/03461238.2013.775964
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- Article
ON THE DEMAND FOR PORTFOLIO INSURANCE.
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- Risk Management & Insurance Review, 2013, v. 16, n. 2, p. 167, doi. 10.1111/rmir.12009
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- Article