Bert Verstraete

KBC Asset Management

Havenlaan 2

Brussels, 1080

Belgium

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Performance Evaluation of Portfolio Insurance Strategies Using Stochastic Dominance Criteria

Number of pages: 29 Posted: 04 May 2007
Jan Annaert, Sofie Van Osselaer and Bert Verstraete
University of Antwerp Department of Accounting & Finance, Ghent University, Department of Financial Economics and KBC Asset Management
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Citation 21

Abstract:

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Portfolio insurance, Performance evaluation, Stochastic dominance, Block-bootstrap simulation