Keywords: بیمه نمونه کارها; Portfolio insurance; CPPI; Time varying floor; Ratchet; Margin;
مقالات ISI بیمه نمونه کارها (ترجمه نشده)
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Keywords: بیمه نمونه کارها; C60; G11; G24; L10; Portfolio insurance; Equity benchmark; Perpetual exchange options; Utility maximization;
Keywords: بیمه نمونه کارها; Finance; Investment analysis; Risk management; Portfolio insurance; CPPI with conditional multiples;
Keywords: بیمه نمونه کارها; G11; C51; C52; C53; Portfolio insurance; Performance evaluation; S&P 500; Regime switching EGARCH-M model; Transaction costs; Trigger trading; Gap risk;
Keywords: بیمه نمونه کارها; C63; D91; G11; G23; Defined contribution pension plan; Investment strategy; Loss aversion; Target replacement ratio; Threshold strategy; Portfolio insurance; Dynamic programming;
Keywords: بیمه نمونه کارها; G11; G12; G17; G32VIX; VIX futures; VVIX; Portfolio insurance; OBPI; CPPI
Optimal investment under VaR-Regulation and Minimum Insurance
Keywords: بیمه نمونه کارها; C61; G11; G18; G31; Value at Risk; Optimal portfolio; Portfolio insurance; Risk management; Solvency II regulation;
Equilibrium of financial derivative markets under portfolio insurance constraints
Keywords: بیمه نمونه کارها; Optimal positioning; Financial derivatives; Portfolio insurance; Financial equilibrium;
Computation of vector sublattices and minimal lattice-subspaces of RkRk: Applications in finance
Keywords: بیمه نمونه کارها; Computational methods; Minimal lattice-subspaces; Vector sublattices; Portfolio insurance; Completion of security markets
Portfolio insurance under a risk-measure constraint
Keywords: بیمه نمونه کارها; 91G10; Portfolio insurance; Utility maximization; Convex risk measures; Spectral risk measure; Entropic risk measure;
Omega performance measure and portfolio insurance
Keywords: بیمه نمونه کارها; G 11; C 61; Portfolio insurance; Performance measure; Omega ratio;
Effects of background risks on cautiousness with an application to a portfolio choice problem
Keywords: بیمه نمونه کارها; D51; D58; D81; G11; G12; G13Risk aversion; Risk tolerance; Cautiousness; Portfolio insurance; Idiosyncratic risks; Background risks; Incomplete markets
Robust portfolio optimization with derivative insurance guarantees
Keywords: بیمه نمونه کارها; Robust optimization; Portfolio optimization; Portfolio insurance; Second-order cone programming
Performance evaluation of portfolio insurance strategies using stochastic dominance criteria
Keywords: بیمه نمونه کارها; G11; Portfolio insurance; Performance evaluation; Stochastic dominance;
A Matlab-based rapid method for computing lattice-subspaces and vector sublattices of RnRn: Applications in portfolio insurance
Keywords: بیمه نمونه کارها; Matlab; Computational methods; Portfolio insurance; Lattice-subspaces; Vector sublattices; Positive basis
The effectiveness of the VaR-based portfolio insurance strategy: An empirical analysis
Keywords: بیمه نمونه کارها; G11; Value-at-risk; Portfolio insurance; CPPI;
Effectiveness of CPPI strategies under discrete-time trading
Keywords: بیمه نمونه کارها; G11; G12; Portfolio insurance; Discrete-time trading; Return guarantees; Gap risk; Volatility risk;
Computational methods in lattice-subspaces of C[a,b] with applications in portfolio insurance
Keywords: بیمه نمونه کارها; Matlab; Computational methods; Portfolio insurance; Lattice-subspaces; Positive basis;
Computational methods in portfolio insurance
Keywords: بیمه نمونه کارها; Matlab; Computational methods; Portfolio insurance; Lattice-subspaces; Positive basis
Financial valuation of guaranteed minimum withdrawal benefits
Keywords: بیمه نمونه کارها; G22; IM10; IE43; IB13; Portfolio insurance; Pensions; Annuities; Put options; Asian options;
Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption
Keywords: بیمه نمونه کارها; Portfolio choice; Portfolio insurance; Index bonds; Bellman equation; Inflation risk
The Grossman and Zhou investment strategy is not always optimal
Keywords: بیمه نمونه کارها; Drawdown; Portfolio insurance; Optimal asset allocation;