has been cited by the following article(s):
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Investors’ perspective on portfolio insurance
Portuguese Economic Journal,
2023
DOI:10.1007/s10258-021-00200-z
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[2]
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Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
ASTIN Bulletin,
2023
DOI:10.1017/asb.2022.26
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[3]
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Computational Management
Modeling and Optimization in Science and Technologies,
2021
DOI:10.1007/978-3-030-72929-5_14
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[4]
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Investors’ perspective on portfolio insurance
Portuguese Economic Journal,
2021
DOI:10.1007/s10258-021-00200-z
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[5]
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Time-varying minimum-cost portfolio insurance under transaction costs problem via Beetle Antennae Search Algorithm (BAS)
Applied Mathematics and Computation,
2020
DOI:10.1016/j.amc.2020.125453
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[6]
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MULTIPLIER OPTIMIZATION FOR CONSTANT PROPORTION PORTFOLIO INSURANCE (CPPI) STRATEGY
International Journal of Theoretical and Applied Finance,
2020
DOI:10.1142/S0219024920500119
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[7]
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Risk-adjusted performance of portfolio insurance and investors’ preferences
Finance Research Letters,
2017
DOI:10.1016/j.frl.2017.05.004
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[8]
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Investors' Perpective on Portfolio Insurance - Expected Utility vs Prospect Theories
SSRN Electronic Journal ,
2016
DOI:10.2139/ssrn.3173539
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