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

Maxime BonelliDaniel Mantilla-Garc2026-03-222026-03-22201410.2139/ssrn.2444624https://doi.org/10.2139/ssrn.2444624https://andeanlibrary.org/handle/123456789/83917enPredictabilityEconomicsAsset allocationPortfolioEconometricsActuarial scienceExpected returnConstraint (computer-aided design)Context (archaeology)Modern portfolio theoryShould a Skeptical Portfolio Insurer Use an Optimal or a Risk-Based Multiplier?preprint