The Payoff Distribution Model: An Application to Dynamic Portfolio Insurance

2009 ◽  
Author(s):  
Alexandre Hocquard ◽  
Nicolas A. Papageorgiou ◽  
Bruno Remillard
Keyword(s):  
Distribution Model ◽  
Portfolio Insurance ◽  
Payoff Distribution ◽  
Dynamic Portfolio

The payoff distribution model: an application to dynamic portfolio insurance

2012 ◽  
Vol 15 (2) ◽  
pp. 299-312 ◽  
Author(s):  
Alexandre Hocquard ◽  
Nicolas Papageorgiou ◽  
Bruno Remillard
Keyword(s):  
Distribution Model ◽  
Portfolio Insurance ◽  
Payoff Distribution ◽  
Dynamic Portfolio

Do futures-based strategies enhance dynamic portfolio insurance?

2004 ◽  
Vol 24 (6) ◽  
pp. 591-608 ◽  
Author(s):  
Binh Huu Do ◽  
Robert W. Faff
Keyword(s):  
Portfolio Insurance ◽  
Dynamic Portfolio
Sign in / Sign up

Export Citation Format

Share Document