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APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
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A distribution-based method to gauge market liquidity through scale invariance between investment horizons

pubblicato su: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY - 2020

Bianchi Sergio, Pianese Augusto, Frezza Massimiliano

Options on constant proportion portfolio insurance with guaranteed minimum equity exposure

pubblicato su: APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY - 2020

Di Persio Luca, Oliva Immacolata, Wallbaum Kai

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2020 (2) Apply 2020 filter

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Keywords

CPPI (1) Apply CPPI filter
fractal market hypothesis (1) Apply fractal market hypothesis filter
guaranteed minimum equity exposure (1) Apply guaranteed minimum equity exposure filter
investment horizons (1) Apply investment horizons filter
OBPI (1) Apply OBPI filter
option on CPPI (1) Apply option on CPPI filter
portfolio insurance (1) Apply portfolio insurance filter
scale invariance (1) Apply scale invariance filter
self-similarity (1) Apply self-similarity filter

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