4 results
Portfolio performance under benchmarking relative loss and portfolio insurance: From omega ratio to loss aversion
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 53 / Issue 1 / January 2023
- Published online by Cambridge University Press:
- 16 January 2023, pp. 149-183
- Print publication:
- January 2023
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Risk Allocation in Capital Markets: Portfolio Insurance, Tactical Asset Allocation and Collar Strategies
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 24 / Issue 1 / May 1994
- Published online by Cambridge University Press:
- 29 August 2014, pp. 5-18
- Print publication:
- May 1994
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Modern Portfolio Theory: Some Main Results
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 19 / Issue S1 / November 1989
- Published online by Cambridge University Press:
- 29 August 2014, pp. 9-27
- Print publication:
- November 1989
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Modern Portfolio Theory: Some Main Results
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 18 / Issue 2 / November 1988
- Published online by Cambridge University Press:
- 29 August 2014, pp. 127-145
- Print publication:
- November 1988
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