12 search results - page 1 / 3 » Goal-Directed Portfolio Insurance |
ICNC
2005
Springer
14 years 4 months ago
2005
Springer
ANOR
2011
13 years 5 months ago
2011
Abstract The purpose of this article is to analyze and compare two standard portfolio insurance methods: Option-based Portfolio Insurance (OBPI) and Constant Proportion Portfolio I...
AUTOMATICA
2008
13 years 10 months ago
2008
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...
EOR
2011
13 years 5 months ago
2011
ANOR
2007
13 years 11 months ago
2007
This paper describes a stochastic programming model that was developed for asset liability management of a Finnish pension insurance company. In many respects the model resembles t...