On the Stochastic Dominance of Portfolio Insurance Strategies

Hela Maalej; Jean-Luc Prigent

doi:10.4236/jmf.2016.61002

Journal Articles Journal of Mathematical Finance Year : 2016

On the Stochastic Dominance of Portfolio Insurance Strategies

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Hela Maalej

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Jean-Luc Prigent

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Théorie économique, modélisation et applications

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Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

Jean-Luc Prigent : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03679704

Submitted on : Friday, May 27, 2022-12:09:42 AM

Last modification on : Friday, March 24, 2023-2:53:27 PM

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hal-03679704 , version 1 (27-05-2022)

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HAL Id : hal-03679704 , version 1
DOI : 10.4236/jmf.2016.61002

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Hela Maalej, Jean-Luc Prigent. On the Stochastic Dominance of Portfolio Insurance Strategies. Journal of Mathematical Finance, 2016, 06 (01), pp.14-27. ⟨10.4236/jmf.2016.61002⟩. ⟨hal-03679704⟩

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On the Stochastic Dominance of Portfolio Insurance Strategies

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