scholarly journals Dynamic portfolio insurance strategies: risk management under Johnson distributions

2016 ◽  
Vol 262 (2) ◽  
pp. 605-629
Author(s):  
Naceur Naguez
Keyword(s):  
Risk Management ◽  
Portfolio Insurance ◽  
Dynamic Portfolio

Risk management and dynamic portfolio selection with stable Paretian distributions

2010 ◽  
Vol 17 (2) ◽  
pp. 195-211 ◽  
Author(s):  
Sergio Ortobelli ◽  
Svetlozar T. Rachev ◽  
Frank J. Fabozzi
Keyword(s):  
Risk Management ◽  
Portfolio Selection ◽  
Dynamic Portfolio

Do futures-based strategies enhance dynamic portfolio insurance?

2004 ◽  
Vol 24 (6) ◽  
pp. 591-608 ◽  
Author(s):  
Binh Huu Do ◽  
Robert W. Faff
Keyword(s):  
Portfolio Insurance ◽  
Dynamic Portfolio

The payoff distribution model: an application to dynamic portfolio insurance

2012 ◽  
Vol 15 (2) ◽  
pp. 299-312 ◽  
Author(s):  
Alexandre Hocquard ◽  
Nicolas Papageorgiou ◽  
Bruno Remillard
Keyword(s):  
Distribution Model ◽  
Portfolio Insurance ◽  
Payoff Distribution ◽  
Dynamic Portfolio
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