Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading

Büsra Zeynep Temoçin, Ralf Korn, A. Sevtap Selcuk-Kestel. Constant proportion portfolio insurance in defined contribution pension plan management under discrete-time trading. Annals OR, 260(1-2):515-544, 2018. [doi]

Abstract

Abstract is missing.