Rolling Window Portfolio Insurance
A paper improves Option-based portfolio insurance (OBPI) to provide better portfolio protection over a rolling window.
Featured in No. 40 on 13 Mar 2024 ·
- Released
- 30 Jun 2022
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4752549
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