English
Hedging versus insurance : long-horizon investing with short-term constraints.
Publication EDHEC
Nbre d'exemplaires : 2
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [non empruntable] | |||
| 2 | Réserve - Ask a librarian [disponible] |
Sommaire :
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)
Langue : Anglais
Propriétaire : Bibliothèque