On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework

Fuente: arXiv

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Bibliographic Details
Main Authors:	Colaneri, Katia, Mancinelli, Daniele, Oliva, Immacolata
Format:	Preprint
Published:	2024
Subjects:	Portfolio Management Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2407.21148