Daniel Mantilla-GarcíaEnrique ter HorstGermán MolinaEmilien Audeguil2026-03-222026-03-22201810.2139/ssrn.3244175https://doi.org/10.2139/ssrn.3244175https://andeanlibrary.org/handle/123456789/71737enPortfolioEconometricsMultiplier (economics)Asset allocationBenchmark (surveying)EconomicsActuarial scienceStochastic dominanceMonte Carlo methodComputer scienceAssets' Dependence Structure Implications for Portfolio Insurancearticle