Matches in SemOpenAlex for { <https://semopenalex.org/work/W1582935654> ?p ?o ?g. }
Showing items 1 to 48 of
48
with 100 items per page.
- W1582935654 abstract "Some real-world insurance products contain a minimum-wealth or an income-stream guarantee, both of which have to be met irrespective of capital market conditions. Therefore, sellers of such products are well advised to pursue a portfolio strategy that can meet these minimum investment goals if they want to avoid additional cash payments. Portfolio Insurance seems to be the solution to this portfolio problem. However, this paper shows that Portfolio Insurance cannot protect minimum investment goals because its strategies are fitted to a particular form of market risk. Decision makers do not know for sure (with probability one) what the true form of market risk is (model uncertainty); thus model uncertainty makes Portfolio Insurance fail." @default.
- W1582935654 created "2016-06-24" @default.
- W1582935654 creator A5020434322 @default.
- W1582935654 date "2002-01-01" @default.
- W1582935654 modified "2023-09-25" @default.
- W1582935654 title "Portfolio Insurance and Model Uncertainty" @default.
- W1582935654 cites W1516751028 @default.
- W1582935654 cites W1542277493 @default.
- W1582935654 cites W2044793768 @default.
- W1582935654 cites W2123635069 @default.
- W1582935654 cites W2135395072 @default.
- W1582935654 cites W3124075827 @default.
- W1582935654 doi "https://doi.org/10.2139/ssrn.327460" @default.
- W1582935654 hasPublicationYear "2002" @default.
- W1582935654 type Work @default.
- W1582935654 sameAs 1582935654 @default.
- W1582935654 citedByCount "0" @default.
- W1582935654 crossrefType "journal-article" @default.
- W1582935654 hasAuthorship W1582935654A5020434322 @default.
- W1582935654 hasConcept C106159729 @default.
- W1582935654 hasConcept C144133560 @default.
- W1582935654 hasConcept C149782125 @default.
- W1582935654 hasConcept C162118730 @default.
- W1582935654 hasConcept C162324750 @default.
- W1582935654 hasConcept C2780821815 @default.
- W1582935654 hasConceptScore W1582935654C106159729 @default.
- W1582935654 hasConceptScore W1582935654C144133560 @default.
- W1582935654 hasConceptScore W1582935654C149782125 @default.
- W1582935654 hasConceptScore W1582935654C162118730 @default.
- W1582935654 hasConceptScore W1582935654C162324750 @default.
- W1582935654 hasConceptScore W1582935654C2780821815 @default.
- W1582935654 hasLocation W15829356541 @default.
- W1582935654 hasOpenAccess W1582935654 @default.
- W1582935654 hasPrimaryLocation W15829356541 @default.
- W1582935654 hasRelatedWork W147291312 @default.
- W1582935654 hasRelatedWork W1652691946 @default.
- W1582935654 hasRelatedWork W1760091771 @default.
- W1582935654 hasRelatedWork W1993466286 @default.
- W1582935654 hasRelatedWork W2013444265 @default.
- W1582935654 hasRelatedWork W2030617584 @default.
- W1582935654 hasRelatedWork W2031474801 @default.
- W1582935654 hasRelatedWork W2056210026 @default.
- W1582935654 hasRelatedWork W2126122503 @default.
- W1582935654 hasRelatedWork W2161519270 @default.
- W1582935654 isParatext "false" @default.
- W1582935654 isRetracted "false" @default.
- W1582935654 magId "1582935654" @default.
- W1582935654 workType "article" @default.