A Tail Measure With Variable Risk Tolerance: Application in Dynamic Portfolio Insurance Strategy

Keywords

Portfolio, Portfolio insurance, Measure (data warehouse), Risk measure, Mathematics

References

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Cited by

• Weighted Mean Inactivity Time Function with ApplicationsAntonio Di Crescenzo, Abdolsaeed Toomaj — 2021
• Monotone tail functions: Definitions, properties, and application to risk-reducing strategiesHamza Hanbali, Daniël Linders — 2022
• RETRACTED: Deep learning algorithms for enhancing securities price prediction and insurance strategy optimizationYaxin Mao — 2023
• Making heads or tails of systemic risk measuresAleksy Leeuwenkamp — 2022

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