Matches in SemOpenAlex for { <https://semopenalex.org/work/W1497373987> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W1497373987 abstract "This paper proposes a dynamic proportion portfolio insurance (DPPI) strategy based on the popular constant proportion portfolio insurance (CPPI) strategy. The constant multiplier in CPPI is generally regarded as the risk multiplier. Since the market changes constantly, we think that the risk multiplier should change accordingly. This research identifies factors relating to market volatility. These factors are built into equation trees by genetic programming. Experimental results show that our DPPI strategy is more profitable than traditional CPPI strategy." @default.
- W1497373987 created "2016-06-24" @default.
- W1497373987 creator A5063528628 @default.
- W1497373987 creator A5086208128 @default.
- W1497373987 date "2005-01-01" @default.
- W1497373987 modified "2023-09-24" @default.
- W1497373987 title "Dynamical Proportion Portfolio Insurance with Genetic Programming" @default.
- W1497373987 cites W1659842140 @default.
- W1497373987 cites W1965806369 @default.
- W1497373987 cites W1966268097 @default.
- W1497373987 cites W1968049364 @default.
- W1497373987 cites W1969378317 @default.
- W1497373987 cites W2002685209 @default.
- W1497373987 cites W2016597455 @default.
- W1497373987 cites W2020055071 @default.
- W1497373987 cites W2036588904 @default.
- W1497373987 cites W2080265874 @default.
- W1497373987 cites W2101544483 @default.
- W1497373987 cites W2133057778 @default.
- W1497373987 cites W2145535248 @default.
- W1497373987 cites W2147758913 @default.
- W1497373987 cites W2166215547 @default.
- W1497373987 cites W2171567624 @default.
- W1497373987 cites W2174144721 @default.
- W1497373987 cites W2174701964 @default.
- W1497373987 cites W2181977605 @default.
- W1497373987 cites W3022041122 @default.
- W1497373987 cites W3122232873 @default.
- W1497373987 doi "https://doi.org/10.1007/11539117_104" @default.
- W1497373987 hasPublicationYear "2005" @default.
- W1497373987 type Work @default.
- W1497373987 sameAs 1497373987 @default.
- W1497373987 citedByCount "4" @default.
- W1497373987 countsByYear W14973739872012 @default.
- W1497373987 countsByYear W14973739872017 @default.
- W1497373987 countsByYear W14973739872021 @default.
- W1497373987 crossrefType "book-chapter" @default.
- W1497373987 hasAuthorship W1497373987A5063528628 @default.
- W1497373987 hasAuthorship W1497373987A5086208128 @default.
- W1497373987 hasConcept C106159729 @default.
- W1497373987 hasConcept C110332635 @default.
- W1497373987 hasConcept C11413529 @default.
- W1497373987 hasConcept C124584101 @default.
- W1497373987 hasConcept C126255220 @default.
- W1497373987 hasConcept C128694398 @default.
- W1497373987 hasConcept C139719470 @default.
- W1497373987 hasConcept C149782125 @default.
- W1497373987 hasConcept C154945302 @default.
- W1497373987 hasConcept C162118730 @default.
- W1497373987 hasConcept C162324750 @default.
- W1497373987 hasConcept C199360897 @default.
- W1497373987 hasConcept C202655437 @default.
- W1497373987 hasConcept C21099588 @default.
- W1497373987 hasConcept C2777027219 @default.
- W1497373987 hasConcept C2780821815 @default.
- W1497373987 hasConcept C33923547 @default.
- W1497373987 hasConcept C37404715 @default.
- W1497373987 hasConcept C41008148 @default.
- W1497373987 hasConcept C42475967 @default.
- W1497373987 hasConcept C91602232 @default.
- W1497373987 hasConceptScore W1497373987C106159729 @default.
- W1497373987 hasConceptScore W1497373987C110332635 @default.
- W1497373987 hasConceptScore W1497373987C11413529 @default.
- W1497373987 hasConceptScore W1497373987C124584101 @default.
- W1497373987 hasConceptScore W1497373987C126255220 @default.
- W1497373987 hasConceptScore W1497373987C128694398 @default.
- W1497373987 hasConceptScore W1497373987C139719470 @default.
- W1497373987 hasConceptScore W1497373987C149782125 @default.
- W1497373987 hasConceptScore W1497373987C154945302 @default.
- W1497373987 hasConceptScore W1497373987C162118730 @default.
- W1497373987 hasConceptScore W1497373987C162324750 @default.
- W1497373987 hasConceptScore W1497373987C199360897 @default.
- W1497373987 hasConceptScore W1497373987C202655437 @default.
- W1497373987 hasConceptScore W1497373987C21099588 @default.
- W1497373987 hasConceptScore W1497373987C2777027219 @default.
- W1497373987 hasConceptScore W1497373987C2780821815 @default.
- W1497373987 hasConceptScore W1497373987C33923547 @default.
- W1497373987 hasConceptScore W1497373987C37404715 @default.
- W1497373987 hasConceptScore W1497373987C41008148 @default.
- W1497373987 hasConceptScore W1497373987C42475967 @default.
- W1497373987 hasConceptScore W1497373987C91602232 @default.
- W1497373987 hasLocation W14973739871 @default.
- W1497373987 hasOpenAccess W1497373987 @default.
- W1497373987 hasPrimaryLocation W14973739871 @default.
- W1497373987 hasRelatedWork W1601487027 @default.
- W1497373987 hasRelatedWork W1905886041 @default.
- W1497373987 hasRelatedWork W2045250232 @default.
- W1497373987 hasRelatedWork W207804405 @default.
- W1497373987 hasRelatedWork W2155585684 @default.
- W1497373987 hasRelatedWork W2314541552 @default.
- W1497373987 hasRelatedWork W2340605732 @default.
- W1497373987 hasRelatedWork W2387271259 @default.
- W1497373987 hasRelatedWork W2392847843 @default.
- W1497373987 hasRelatedWork W2464512203 @default.
- W1497373987 isParatext "false" @default.
- W1497373987 isRetracted "false" @default.
- W1497373987 magId "1497373987" @default.
- W1497373987 workType "book-chapter" @default.