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Year of publication
Subject
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CPPI 50 Portfolio-Management 23 Portfolio selection 22 Theorie 16 Theory 16 Portfolio insurance 15 Altersvorsorge 11 Deutschland 9 Garantiefonds 9 Hedging 8 Asset-Melt-down 7 Sparpläne 7 Dynamic Hedging 6 OBPI 6 Portfolio Insurance 6 Rendite 6 Risiko 6 Risikomanagement 6 Risk 6 Risk management 6 Simulation 6 VaR 6 Germany 5 Stochastic process 5 portfolio insurance 5 Expected shortfall 4 Expectile 4 Private Altersvorsorge 4 Private retirement provision 4 Stochastischer Prozess 4 Zinsstruktur 4 CAViaR 3 CPPI strategy 3 Investmentfonds 3 Private Rentenversicherung 3 Quantile Regression 3 Risikomaß 3 Risk measure 3 Schätzung 3 Variable Annuities 3
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Online availability
All
Free 28 Undetermined 25
Type of publication
All
Article 33 Book / Working Paper 27
Type of publication (narrower categories)
All
Article in journal 21 Aufsatz in Zeitschrift 21 Working Paper 7 Arbeitspapier 3 Graue Literatur 3 Non-commercial literature 3 Article 1 Aufsatz im Buch 1 Book section 1 Conference paper 1 Konferenzbeitrag 1 research-article 1
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Language
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English 29 Undetermined 20 German 10 French 1
Author
All
Prigent, Jean-Luc 11 Wystup, Uwe 11 Hamidi, Benjamin 8 Maillet, Bertrand 8 Weber, Andreas 8 Becker, Christoph 3 Cadle, John 2 Chakrabarty, Anindya 2 Detering, Nils 2 Dubey, Rameshwar 2 Ho, Lan-chih 2 Hohmann, Ralf 2 Jiang, Shan 2 Jurczenko, Emmanuel 2 Luo, Zongwei 2 Schied, Alexander 2 Sekine, Jun 2 Theobald, Michael 2 Zagst, Rudi 2 Ameur, H. Ben 1 An, Yunbi 1 Ben Ameur, H. 1 Ben-Ameur, Hatem 1 Bhattacharya, Sukanto 1 Biedova, Olga 1 Buccioli, Alice 1 Chen, Bingzheng 1 Chen, Ze 1 Cont, Rama 1 Dersch, Dominik 1 Dupret, Jean-Loup 1 Escobar, Marcos 1 Fulli-Lemaire, Nicolas 1 Gaspar, Raquel M. 1 Gu, Feng 1 Gulveren, Anil 1 HAMIDI, Benjamin 1 Hainaut, Donatien 1 Hayashi, Tadashi 1 Hu, Yi 1
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Institution
All
Frankfurt School of Finance and Management 4 HAL 4 Institut de Préparation à l'Administration et à la Gestion (IPAG) 4 Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 1 Springer Fachmedien Wiesbaden 1 World Scientific Publishing Co. Pte. Ltd. 1
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Published in...
All
CPQF Working Paper Series 8 Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG) 4 International journal of theoretical and applied finance 3 Working paper series / Centre for Practical Quantitative Finance 3 Documents de travail du Centre d'Economie de la Sorbonne 2 European journal of operational research : EJOR 2 Finance research letters 2 Journal of Economic Dynamics and Control 2 Journal of economic dynamics & control 2 MPRA Paper 2 Post-Print / HAL 2 Working Papers / HAL 2 essentials 2 Alternative investments and strategies : credit, derivatives, CPPI, investments, risk 1 Applied Mathematical Finance 1 Asia-Pacific Financial Markets 1 Business Process Management Journal 1 Business process management journal 1 Economic systems 1 European Journal of Operational Research 1 European financial management : the journal of the European Financial Management Association 1 Finance and Stochastics 1 International Review of Financial Analysis 1 International journal of financial engineering and risk management 1 Journal of mathematical finance 1 Journal of pension economics and finance : JPEF 1 Journal of risk management in financial institutions 1 Quantitative finance 1 Review of Quantitative Finance and Accounting 1 Review of quantitative finance and accounting 1 Risks 1 Risks : open access journal 1 SpringerLink / Bücher 1 The journal of investment strategies 1 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 1 Working Papers / Laboratoire d'Économie d'Orléans (LEO), Faculté de droit, d'économie et de gestion 1 World Scientific Books 1
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Source
All
ECONIS (ZBW) 27 RePEc 26 EconStor 5 BASE 1 Other ZBW resources 1
Showing 51 - 60 of 60
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A portfolio insurance strategy for commodity futures
Lo, Chia Chun; Skindilias, Konstantinos - In: International journal of financial engineering and risk … 1 (2013) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10010197980
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Long-term optimal portfolios with floor
Sekine, Jun - In: Finance and Stochastics 16 (2012) 3, pp. 369-401
Persistent link: https://www.econbiz.de/10010557974
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An analysis of risk-based asset allocation and portfolio insurance strategies
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: Review of quantitative finance and accounting 36 (2011) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10009272505
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Risk-minimising investment strategies : embedding portfolio optimisation into a dynamic insurance framework
Theiler, Ursula - In: Journal of risk management in financial institutions 4 (2010/11) 4, pp. 334-369
Persistent link: https://www.econbiz.de/10009507708
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Risk-sensitive Portfolio Optimization with Two-factor Having a Memory Effect
Hayashi, Tadashi; Sekine, Jun - In: Asia-Pacific Financial Markets 18 (2011) 4, pp. 385-403
Persistent link: https://www.econbiz.de/10009327800
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One-Dimensional Pricing of CPPI
Paulot, Louis; Lacroze, Xavier - In: Applied Mathematical Finance 18 (2011) 3, pp. 207-225
Constant Proportion Portfolio Insurance (CPPI) is an investment strategy designed to give participation in the … be quantified. CPPI strategies are path dependent and may have American exercise which makes their valuation complex. A …
Persistent link: https://www.econbiz.de/10009279081
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An analysis of risk-based asset allocation and portfolio insurance strategies
Ho, Lan-chih; Cadle, John; Theobald, Michael - In: Review of Quantitative Finance and Accounting 36 (2011) 2, pp. 247-267
Persistent link: https://www.econbiz.de/10008925896
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Dynamic portfolio insurance without options
Dersch, Dominik - In: Alternative investments and strategies : credit, …, (pp. 201-225). 2010
Persistent link: https://www.econbiz.de/10008655202
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The effectiveness of the VaR-based portfolio insurance strategy: An empirical analysis
Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: International Review of Financial Analysis 18 (2009) 4, pp. 185-197
as the constant proportion portfolio insurance (CPPI) strategies in the context of the Chinese market. The results show …, the VBPI strategy tends to outperform the CPPI strategy in terms of both the degree of downside protection and the return …
Persistent link: https://www.econbiz.de/10005006617
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ALTERNATIVE INVESTMENTS AND STRATEGIES:
Kiesel, Rüdiger (contributor);  … - World Scientific Publishing Co. Pte. Ltd.
strategies are directed at portfolio insurance, especially constant proportion portfolio insurance (CPPI) and constant proportion …
Persistent link: https://www.econbiz.de/10008690477
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