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.