An evaluation and comparison of the performance of the 2 major portfolio strategies in terms
of their effectiveness as insurance against costs involved focus on: 1. whether these …

THESE studies were undertaken to quantify the significance of mainstem arterial backflow
distal to acute and chronic occlusions. Three interdependent questions were posed: (1) Is …

Background It is well recognized that measurement of the customs, beliefs, and values that
underlie fertility is problematic. Here we assume, without offering proof, that throughout the …

The objective of this study was to identify determinants of significant weight loss one year
after gastric bypass surgery among United States veterans. Using data from the Veterans …

Background Natural disasters are associated with increased mental health disorders and
suicidal ideation; however, associations with suicide deaths are not well understood. We …

Background Suicide deaths have been increasing for the past 20 years in the USA resulting
in 45 979 deaths in 2020, a 29% increase since 1999. Lack of data linkage between entities …

This paper proposes a dynamic proportion portfolio insurance (DPPI) strategy based on the
popular constant proportion portfolio insurance (CPPI) strategy. The constant multiplier in …

Constant proportion portfolio insurance (CPPI) strategies implemented in continuous time
on asset prices following geometric Brownian processes are expected utility maximising for …

A portfolio insurance strategy is a dynamic hedging process that provides the investor with
the potential to limit downside risk while allowing participation on the upside so as to …

This paper proposes an approach to constructing the insured portfolios under the VaR-based
portfolio insurance strategy (VBPI) and provides a comprehensive analysis of its hedging …