Works matching DE "PORTFOLIO insurance (Securities)"

Results: 31

ANALYSIS OF THE CPPI STRATEGY FOR STOCKS QUOTED ON THE WARSAW STOCK EXCHANGE.

Published in:

Financial Sciences / Nauki o Finansach, 2012, v. 4, n. 13, p. 52

By:

Węgrzyn, Tomasz

Publication type:

Article

Practical Aspects of Credibility Theory Aiming the Hierarchical Model with Two-Levels.

Published in:

Romanian Statistical Review, 2012, n. Sup, p. 29

By:

ATANASIU, Virginia;
VLADU, Daniela Mihaela

Publication type:

Article

Restricted increases in risk aversion and their application.

Published in:

Economic Theory, 2017, v. 64, n. 1, p. 161, doi. 10.1007/s00199-016-0978-z

By:

Eeckhoudt, Louis;
Liu, Liqun;
Meyer, Jack

Publication type:

Article

ON THE DEMAND FOR PORTFOLIO INSURANCE.

Published in:

Risk Management & Insurance Review, 2013, v. 16, n. 2, p. 167, doi. 10.1111/rmir.12009

By:

Fodor, Andy;
Doran, James S.;
Carson, James M.;
Kirch, David P.

Publication type:

Article

Option-Based Portfolio Insurance over a Rolling Window: Introduction and Derivation by Reinforcement Learning.

Published in:

Journal of Financial Data Science, 2024, v. 6, n. 2, p. 148, doi. 10.3905/jfds.2024.1.151

By:

Medvedev, Alexey

Publication type:

Article

PORTFOLIO INSURANCE INVESTMENT STRATEGIES: A RISK-MANAGEMENT TOOL.

Published in:

UTMS Journal of Economics, 2017, v. 8, n. 2, p. 91

By:

Agic-Sabeta, Elma

Publication type:

Article

All That's Gold Does Not Glitter.

Published in:

Financial Analysts Journal, 2018, v. 74, n. 1, p. 59, doi. 10.2469/faj.v74.n1.5

By:

Jensen, Gerald R.;
Johnson, Robert R.;
Washer, Kenneth M.

Publication type:

Article

Constant proportion portfolio insurance in defined contribution pension plan management.

Published in:

Annals of Operations Research, 2018, v. 266, n. 1/2, p. 329, doi. 10.1007/s10479-017-2449-8

By:

Temocin, Busra Zeynep;
Korn, Ralf;
Selcuk-Kestel, A. Sevtap

Publication type:

Article

Dynamic portfolio insurance strategies: risk management under Johnson distributions.

Published in:

Annals of Operations Research, 2018, v. 262, n. 2, p. 605, doi. 10.1007/s10479-016-2121-8

By:

Naguez, Naceur

Publication type:

Article

Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading.

Published in:

Annals of Operations Research, 2018, v. 260, n. 1/2, p. 515, doi. 10.1007/s10479-017-2638-5

By:

Temocin, Busra Zeynep;
Korn, Ralf;
Selcuk-Kestel, A. Sevtap

Publication type:

Article

Developing a multi-period robust optimization model considering American style options.

Published in:

Annals of Operations Research, 2015, v. 233, n. 1, p. 305, doi. 10.1007/s10479-013-1461-x

By:

Marzban, Saeed;
Mahootchi, Masoud;
Arshadi Khamseh, Alireza

Publication type:

Article

Fund Volatility Index using equity market state prices.

Published in:

Accounting & Finance, 2017, v. 57, n. 3, p. 837, doi. 10.1111/acfi.12177

By:

O'Neill, Michael J.;
Liu, Zhangxin;
Smith, Tom

Publication type:

Article

State-preference pricing and volatility indices.

Published in:

Accounting & Finance, 2017, v. 57, n. 3, p. 815, doi. 10.1111/acfi.12170

By:

Liu, Zhangxin (Frank);
O'Neill, Michael J.;
Smith, Tom

Publication type:

Article

Drawdown Control with a Risk Floor.

Published in:

Journal of Alternative Investments, 2015, v. 17, n. 4, p. 79, doi. 10.3905/jai.2015.17.4.079

By:

JOE ZHOU;
SHANG, JAMES

Publication type:

Article

Going Long on Shorts.

Published in:

University of Miami Law Review, 2014, v. 68, n. 3, p. 821

By:

SQUIRES, SCOTT

Publication type:

Article

Portfolio insurance using leveraged ETFs.

Published in:

Financial Services Review, 2017, v. 26, n. 4, p. 387

By:

Georgea, Jeffrey;
Trainor, Jr., William J.

Publication type:

Article

Semiparametric estimation in the optimal dividend barrier for the classical risk model.

Published in:

Scandinavian Actuarial Journal, 2018, v. 2018, n. 9, p. 845, doi. 10.1080/03461238.2018.1463557

By:

Shiraishi, Hiroshi;
Lu, Zudi

Publication type:

Article

Optimal consumption, investment and life insurance with surrender option guarantee.

Published in:

Scandinavian Actuarial Journal, 2015, v. 2015, n. 1, p. 59, doi. 10.1080/03461238.2013.775964

By:

Kronborg, Morten Tolver;
Steffensen, Mogens

Publication type:

Article

Long-term optimal portfolios with floor.

Published in:

Finance & Stochastics, 2012, v. 16, n. 3, p. 369, doi. 10.1007/s00780-012-0175-2

By:

Sekine, Jun

Publication type:

Article

Contents of recent Quarterly Bulletins.

Published in:: Bank of England Quarterly Bulletin, 2012, v. 52, n. 1, p. 88
Publication type:: Article

DEBATABLE QUESTIONS OF THE THEORY OF INSURANCE PORTFOLIO.

Published in:

Financial Space, 2015, n. 3, p. 155

By:

TKACHENKO, Natalia V.;
VODOLAZSKAYA, Oksana A.

Publication type:

Article

Specific patterns in portfolio analysis.

Published in:

Theoretical & Applied Economics, 2013, v. 20, n. 11, p. 7

By:

ANGHELACHE, Gabriela Victoria;
ANGHEL, Mădălina Gabriela

Publication type:

Article

Hedging Climate Change News.

Published in:

Review of Financial Studies, 2020, v. 33, n. 3, p. 1184, doi. 10.1093/rfs/hhz072

By:

Engle, Robert F;
Giglio, Stefano;
Kelly, Bryan;
Lee, Heebum;
Stroebel, Johannes

Publication type:

Article

Entangled Financial Systems.

Published in:

Review of Financial Studies, 2013, v. 26, n. 5, p. 1291, doi. 10.1093/rfs/hht008

By:

Zawadowski, Adam

Publication type:

Article

The payoff distribution model: an application to dynamic portfolio insurance.

Published in:

Quantitative Finance, 2015, v. 15, n. 2, p. 299, doi. 10.1080/14697688.2012.661872

By:

Hocquard, Alexandre;
Papageorgiou, Nicolas;
Remillard, Bruno

Publication type:

Article

Constant Proportion Debt Obligations (CPDOs): modeling and risk analysis.

Published in:

Quantitative Finance, 2012, v. 12, n. 8, p. 1199, doi. 10.1080/14697688.2012.690885

By:

Cont, Rama;
Jessen, Cathrine

Publication type:

Article

Comparing Downside Protection Strategies.

Published in:

Journal of Portfolio Management, 2023, v. 49, n. 7, p. 116, doi. 10.3905/jpm.2023.1.493

By:

Liu, Ding

Publication type:

Article

Still Not Cheap: Portfolio Protection in Calm Markets.

Published in:

Journal of Portfolio Management, 2016, p. 51

By:

Israelov, Roni;
Nielsen, Lars N.

Publication type:

Article

Is Smart Beta State of the Art?

Published in:

2015

By:

JACOBS, BRUCE I.

Publication type:

Editorial

Model for Dynamic Multiple of CPPI Strategy.

Published in:

Discrete Dynamics in Nature & Society, 2014, p. 1, doi. 10.1155/2014/260484

By:

Guangyuan Xing;
Yong Xue;
Zongxian Feng;
Xiaokang Wu

Publication type:

Article

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?

Published in:

Journal of Investing, 2017, v. 26, n. 1, p. 70, doi. 10.3905/joi.2017.26.1.070

By:

GUERARD, Jr, JOHN B.

Publication type:

Article