Cloud computing provides IT resources (e.g., CPU, memory, network, storage, etc.) based on virtualization concepts and a pay-as-you-go principle. It comprises an accumulation of inter-related plus virtualized calculating resources which are managed by one or more amalgamated calculating...

We present a comprehensive framework for comparing the merits of alternative portfolio insurance strategies in realistic contexts. Our findings add generality to previous results comparing option based and constant proportionality portfolio insurance strategies (OBPI and CPPI). The optimal OBPI...

Constant proportion portfolio insurance (CPPI) strategies implemented in continuous time on asset prices following geometric Brownian processes are expected utility maximising for investors with HARA utilities. But, in reality, these strategies are implemented in discrete time and asset prices...