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Stochastic dominance of portfolio insurance strategies - OBPI versus CPPI.

Rudi ZagstJulia Kraus
Published in: Ann. Oper. Res. (2011)
Keyphrases
  • stochastic dominance
  • fuzzy random variables
  • random variables
  • risk sensitive
  • decision making
  • risk management
  • portfolio selection
  • data sets
  • case study
  • fraud detection
  • market data