✦ LIBER ✦

Omega performance measure and portfolio insurance

✍ Scribed by Philippe Bertrand; Jean-luc Prigent

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio insurance under a risk-measure

✍ Carmine De Franco; Peter Tankov 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 327 KB

THE INSURANCE PERFORMANCE MEASURE: BRING

✍ Joseph Calandro Jr.; Scott Lane 📂 Article 📅 2002 🏛 John Wiley and Sons ⚖ 218 KB

Asymmetric information and portfolio per

✍ Bradford Cornell 📂 Article 📅 1979 🏛 Elsevier Science 🌐 English ⚖ 620 KB

Relative performance of dynamic portfoli

✍ Binh Huu Do 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 343 KB

Portfolio Insurance and model uncertaint

✍ Bernhard Nietert 📂 Article 📅 2003 🏛 Springer 🌐 German ⚖ 175 KB

Portfolio insurance and synthetic securi

✍ Geman, Hélyette 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 638 KB