Constant Proportion Portfolio Insurance in the Presence of Jumps in Asset Prices

Mathematical Finance - United Kingdom
doi 10.1111/j.1467-9965.2009.00377.x
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Wiley

Related search

Constant Proportion Portfolio Insurance Strategy in Southeast European Markets

Business Systems Research
Information SystemsFinanceEconomicsManagement Information SystemsInnovationManagement of TechnologyEconometrics
2016English

Constant Proportion Portfolio Insurance and Related Topics With Empirical Study

English

Incomplete Financial Markets and Jumps in Asset Prices

SSRN Electronic Journal
2009English

Life-Cycle Portfolio Choice, the Wealth Distribution and Asset Prices

SSRN Electronic Journal
2010English

Delegated Portfolio Management, Optimal Fee Contracts, and Asset Prices

Journal of Economic Theory
EconomicsEconometrics
2016English

Sharpe Ratio Maximization and Expected Utility When Asset Prices Have Jumps

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2007English

Regime Jumps in Electricity Prices

SSRN Electronic Journal
2001English

Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers

SSRN Electronic Journal
2006English

Bayesian Analysis of Bubbles in Asset Prices

Econometrics
EconomicsEconometrics
2017English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy