12 search results - page 1 / 3 » Goal-Directed Portfolio Insurance |
ICNC
2005
Springer
13 years 10 months ago
2005
Springer
ANOR
2011
12 years 11 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 4 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
12 years 11 months ago
2011
ANOR
2007
13 years 4 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...