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

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dc.contributor.authorMaxime Bonelli
dc.contributor.authorDaniel Mantilla-Garc
dc.coverage.spatialBolivia
dc.date.accessioned2026-03-22T20:45:44Z
dc.date.available2026-03-22T20:45:44Z
dc.date.issued2014
dc.identifier.doi10.2139/ssrn.2444624
dc.identifier.urihttps://doi.org/10.2139/ssrn.2444624
dc.identifier.urihttps://andeanlibrary.org/handle/123456789/83917
dc.language.isoen
dc.publisherRELX Group (Netherlands)
dc.relation.ispartofSSRN Electronic Journal
dc.sourceHEC Paris
dc.subjectPredictability
dc.subjectEconomics
dc.subjectAsset allocation
dc.subjectPortfolio
dc.subjectEconometrics
dc.subjectActuarial science
dc.subjectExpected return
dc.subjectConstraint (computer-aided design)
dc.subjectContext (archaeology)
dc.subjectModern portfolio theory
dc.titleShould a Skeptical Portfolio Insurer Use an Optimal or a Risk-Based Multiplier?
dc.typepreprint

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