Portfolio Insurance Strategies: OBPI versus CPPI

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Philippe Bertrand | Jean-Luc Prigent

Stochastic Dominance of Portfolio Insurance Strategies - OBPI versus CPPI

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Rudi Zagst | Julia Kraus

Stochastic dominance of portfolio insurance strategies

JOURNAL ARTICLE published May 2011 in Annals of Operations Research

Authors: Rudi Zagst | Julia Kraus

CPPI with Cushion Insurance

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jean-Luc Prigent | Fabrice Tahar

Omega Performance Measure and Portfolio Insurance

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Philippe Bertrand | Jean-Luc Prigent

Portfolio Insurance Strategies: A Comparison of Standard Methods When the Volatility of the Stock is Stochastic

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Jean-Luc Prigent | Philippe Bertrand

A Note on Risk Aversion, Prudence and Portfolio Insurance

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Philippe Bertrand | Jean-Luc Prigent

Analysis and Comparison of Leveraged ETFs and CPPI-Type Leveraged Strategy

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Philippe Bertrand | Jean-Luc Prigent

Equilibrium of Financial Derivative Markets and Compensating Variations Under Portfolio Insurance Constraints

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Philippe Bertrand | Jean-Luc Prigent

Kansas’ Experiment with Private Deposit Insurance

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: FDIC Working Paper Series | Lee Davison | Carlos D. Ramirez

A Risk Management Approach for Portfolio Insurance Strategies

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Benjamin Hamidi | Bertrand B. Maillet | Jean-Luc Prigent

Optimal Health Insurance and the Distortionary Effects of the Tax Subsidy

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: RAND Working Paper Series | David Powell

Ontological Cognition: A Working Paper

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: William Benzon

Bidding and Investment in Wholesale Electricity Markets: Discriminatory versus Uniform-Price Auctions Working Paper

JOURNAL ARTICLE published 2023 in SSRN Electronic Journal

Authors: Bert Willems | Yuejuan Yu

Residential Real Estate in a Mixed-Asset Portfolio

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Philippe Bertrand | Jean-Luc Prigent

Working Paper II: Moral Duties toward Refugees

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Paul Tiedemann

Portfolio Insurance: The Extreme Value Approach Applied to the CPPI Method

OTHER published 17 October 2016 in Extreme Events in Finance

Authors: Philippe Bertrand | Jean‐Luc Prigent

Working Paper I: The No-Border-Postulate

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Paul Tiedemann

Working Paper: Decoding Anandpur Sahib Resolution

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Puranjay K. Vedi

Sketches After Latour: A Working Paper

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: William L. Benzon