✦ LIBER ✦

PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING

✍ Scribed by Joel M. Vanden

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Portfolio Insurance and Market Volatilit

✍ Jack L. Treynor 📂 Article 📅 1988 🏛 CFA Institute 🌐 English ⚖ 576 KB

Constant proportion portfolio insurance

✍ Weng, Chengguo 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 810 KB

On the robustness of international portf

✍ Thomas J. Flavin; Ekaterini Panopoulou 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 783 KB

Pricing Volatility Swaps Under Heston's

✍ Elliott, Robert J.; Kuen Siu, Tak; Chan, Leunglung 📂 Article 📅 2007 🏛 Taylor and Francis Group 🌐 English

Regime-switching stochastic volatility a

✍ Madhu Kalimipalli; Raul Susmel 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 693 KB

Regime switching based portfolio selecti

✍ Karl Frauendorfer; Ulrich Jacoby; Alvin Schwendener 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 254 KB