Stochastic dominance of portfolio insurance strategies: OBPI versus CPPI

E-ISSN： 1572-9338|185|1|75-103

ISSN： 0254-5330

Source： Annals of Operations Research, Vol.185, Iss.1, 2011-05, pp. : 75-103

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Related content

Complementarity and Diagonal Dominance in Discounted Stochastic Games

By Amir R.

Annals of Operations Research, Vol. 114, Iss. 1-4, 2002-08 ,pp. : 39-56

Springer Publishing Company

Access to resources Recommend Favorite

Non-differentiable transformations preserving stochastic dominance

By Denuit M

Journal of the Operational Research Society, Vol. 64, Iss. 9, 2013-09 ,pp. : 1441-1446

Palgrave Macmillan Ltd

Access to resources Recommend Favorite

An efficient algorithm for stochastic capacity portfolio planning problems

By Wu Cheng-Hung

Journal of Intelligent Manufacturing, Vol. 23, Iss. 6, 2012-12 ,pp. : 2161-2170

Springer Publishing Company

Access to resources Recommend Favorite

Derandomizing Stochastic Prediction Strategies

By Vovk V.

Machine Learning, Vol. 35, Iss. 3, 1999-06 ,pp. : 247-282

Springer Publishing Company

Access to resources Recommend Favorite

Multi-period stochastic portfolio optimization: Block-separable decomposition

By Edirisinghe N. Patterson E.

Annals of Operations Research, Vol. 152, Iss. 1, 2007-07 ,pp. : 367-394

Springer Publishing Company

Access to resources Recommend Favorite