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    ANOR
    2011
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    Stochastic dominance of portfolio insurance strategies - OBPI versus CPPI
    13 years 7 months ago
    Stochastic dominance of portfolio insurance strategies - OBPI versus CPPI
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    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...
    Rudi Zagst, Julia Kraus
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