Should a Skeptical Portfolio Insurer Use an Optimal or a Risk-Based Multiplier?

Date

2014

Authors

Journal Title

Journal ISSN

Volume Title

Publisher

RELX Group (Netherlands)

Abstract

Description

Keywords

Predictability, Economics, Asset allocation, Portfolio, Econometrics, Actuarial science, Expected return, Constraint (computer-aided design), Context (archaeology), Modern portfolio theory

Citation

DOI

10.2139/ssrn.2444624

URI

https://doi.org/10.2139/ssrn.2444624
 https://andeanlibrary.org/handle/123456789/83917

Collections

Artículo Científico (Preprint)