12 search results - page 3 / 3 » Goal-Directed Portfolio Insurance |
CDC
2008
IEEE
13 years 11 months ago
2008
IEEE
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
FS
2010
13 years 3 months ago
2010
Portfolio credit risk models as well as models for operational risk can often be treated analogously to the collective risk model coming from insurance. Applying the classical Panj...