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Banking 1 Black-Scholes model 1 CPPI 1 Finance and Investment not elsewhere classified 1 Financial Services not elsewhere classified 1 OBPI 1 portfolio insurance 1 zero-coupon bonds 1
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Bhattacharya, Sukanto 1 Kumar, Kuldeep 1
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Did you mean: subject:"ompi" (7 results)
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Dynamically opted protection envelope (DOPE) - A cost-effective strategy of insuring an investment portfolio
Bhattacharya, Sukanto; Kumar, Kuldeep - 2007
(CPPI) strategy or by means of an options-based portfolio insurance strategy (OBPI). However both have drawbacks in terms of …. Unlike CPPI and OBPI, it will work in a crash situation too. …
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