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Hedging versus insurance : long-horizon investing with short-term constraints.
EDHEC Publication
Number of copies : 2
| No. | Call n° | Bar code | Commentary | |
|---|---|---|---|---|
| 1 | [not for loan] | |||
| 2 | Réserve - Ask a librarian [available] |
Contents :
1. Introduction
2. Long-Term Portfolio Choice Over the Life-Cycle
3. Portfolio Choice With Performance Constraints
4. Opportunity Cost of Insurance
5. Examples of Floors
6. Numerical Analysis of the Benefits of Optimal Risk-Controlled
Strategies with Capital Guarantee Floor
7. Numerical Analysis of the Benefits of Optimal Risk-Controlled
Strategies with Maximum Drawdown Floor
8. Conclusion
Appendix
References
About BNP Paribas Investment Partners
About EDHEC-Risk Institute
EDHEC-Risk Institute Publications and Position Papers (2010-2013)
Language : English
Material : Paper ; Electronic
Owner : Bibliothèque