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A Bootstrap-Based Comparison of Portfolio Insurance Strategies
Language: en
Pages: 53
Authors: Hubert Dichtl
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Type: BOOK - Published: 2014 - Publisher:

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This study presents a systematic comparison of portfolio insurance strategies. In order to test for statistical significance of the differences in downside perf
Portfolio Insurance and VaRoP. A Comparison
Language: en
Pages: 23
Authors: Ralf Hohmann
Categories: Business & Economics
Type: BOOK - Published: 2021-05-18 - Publisher: GRIN Verlag

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Scientific Essay from the year 2021 in the subject Business economics - Investment and Finance, , language: English, abstract: Investments in money and capital
Portfolio Insurance Strategies
Language: en
Pages: 12
Authors: Jean-Luc Prigent
Categories:
Type: BOOK - Published: 2003 - Publisher:

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We compare the performances of the two standard portfolio insurance methods: the Option Based Portfolio Insurance (OBPI) and the Constant Proportion Portfolio I
Portfolio Insurance -- A Comparison of Alternative Strategies
Language: en
Pages: 43
Authors: Jorge Costa
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Type: BOOK - Published: 2013 - Publisher:

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This study makes a comparison between the most popular strategies of Portfolio Insurance based on Monte Carlo simulation. This work aims to define the best stra
Computational Management
Language: en
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Authors: Srikanta Patnaik
Categories: Technology & Engineering
Type: BOOK - Published: 2021-05-29 - Publisher: Springer Nature

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This book offers a timely review of cutting-edge applications of computational intelligence to business management and financial analysis. It covers a wide rang