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Feature

Portfolio insurers and constant weight traders: who will survive?

ORCID Icon, ORCID Icon & ORCID Icon
Pages 1993-2004 | Received 22 Apr 2021, Accepted 24 Sep 2021, Published online: 10 Dec 2021
 

Abstract

Both portfolio insurers and constant weight traders investment strategies survive for low expected log returns of risky assets and dominate on different paths for high expected log returns

Acknowledgments

The authors would like to thank the referee for the valuable comments which helped to improve the manuscript. The usual disclaimers apply. Pietro Dindo acknowledges the support of MUR under the project PRIN2017 HiDEA CUP H74I17000210005.

Disclosure statement

No potential conflict of interest was reported by the author(s).

Correction Statement

This article has been corrected with minor changes. These changes do not impact the academic content of the article.

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