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  • Search: subject:"constant proportionality"
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Year of publication
Subject
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utility theory 2 Capital guaranteed products 1 EQ‐5D 1 Private pension schemes 1 TTO 1 benefit-sharing rules 1 capital guaranteed products 1 constant mix strategies 1 constant proportionality 1 constant proportionality portfolio insurance 1 constant proportionality portfolio insurance strategies 1 dynamic replication 1 jump processes 1 option based portfolio insurance 1 states worse than dead 1 time-changed Brownian motion 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 2 Article 1
Language
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Undetermined 2 English 1
Author
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Pézier, Jacques 2 Scheller, Johanna 2 Buckingham, Ken 1 Devlin, Nancy J. 1 Tilling, Carl 1 Tsuchiya, Aki 1
Institution
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Henley Business School, University of Reading 2
Published in...
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ICMA Centre Discussion Papers in Finance 2 Health Economics 1
Source
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RePEc 3
Showing 1 - 3 of 3
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A uniform time trade off method for states better and worse than dead: feasibility study of the ‘lead time’ approach
Devlin, Nancy J.; Tsuchiya, Aki; Buckingham, Ken; … - In: Health Economics 20 (2011) 3, pp. 348-361
HASH(0x1009c41f0)
Persistent link: https://www.econbiz.de/10008835158
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Cover Image
A Comprehensive Evaluation of Portfolio Insurance Strategies
Pézier, Jacques; Scheller, Johanna - Henley Business School, University of Reading - 2011
realistic contexts. Our findings add generality to previous results comparing option based and constant proportionality …
Persistent link: https://www.econbiz.de/10010838035
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Cover Image
Optimal Investment Strategies and Performance Sharing Rules for Pension Schemes with Minimum Guarantee
Scheller, Johanna; Pézier, Jacques - Henley Business School, University of Reading - 2008
sponsors could be kept to a minimum by proper regulation; this would induce sponsors to adopt safe constant proportionality …
Persistent link: https://www.econbiz.de/10008542362
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