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]

Authors

Büsra Zeynep Temoçin

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Ralf Korn

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A. Sevtap Selcuk-Kestel

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