Reference health
Omega Performance Measure and Portfolio Insurance
48/48 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
17 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 48 checked references that resolve
resolves10.1016/j.jbankfin.2008.08.002
Performance evaluation of portfolio insurance strategies using stochastic dominance criteria
resolves10.1002/9781118650318.ch18
Portfolio Insurance: The Extreme Value Approach Applied to the<scp>CPPI</scp>Method
resolves10.1016/0167-6687(90)90011-2
Portfolio insurance: a simulation under different market conditions
resolves10.1016/s0165-1889(02)00052-0
Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
resolves10.1198/jasa.2009.tm08349
Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes
resolves10.1016/j.jbankfin.2009.11.003
Investment horizon and the attractiveness of investment strategies: A behavioral approach
resolves10.1111/j.1540-6261.2004.00667.x
Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes
resolves10.1080/01621459.1972.10481302
Estimation in Univariate and Multivariate Stable Distributions
resolves10.1016/j.jbankfin.2007.02.006
Momentum strategies based on reward–risk stock selection criteria
resolves10.1007/s10436-006-0062-y
Maximum likelihood estimation of the double exponential jump-diffusion process
resolves10.1142/s0219024904002402
ANALYTICAL PRICING OF DOUBLE-BARRIER OPTIONS UNDER A DOUBLE-EXPONENTIAL JUMP DIFFUSION PROCESS: APPLICATIONS OF LAPLACE TRANSFORM
resolves10.1016/s0167-4870(00)00004-0
Lower partial moments as measures of perceived risk: An experimental study
resolves10.2139/ssrn.1344988
Stochastic Dominance of Portfolio Insurance Strategies - OBPI versus CPPI
resolves10.1016/j.jbankfin.2009.01.005
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
The 17 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedAlternative performance measures for hedge funds
no DOI — not checkedGestion de portefeuille avec garantie: L'allocation optimale en actifs d�riv�s
no DOI — not checkedPortfolio insurance strategies: A comparison of standard methods when the volatility of the stock is stochastic
no DOI — not checkedConstant proportion portfolio insurance and the synthetic put option: A comparison
no DOI — not checkedref20
no DOI — not checkedGeneralizing universal performance measures
no DOI — not checkedMeasures of downside risk
no DOI — not checkedMean-risk analysis with risk associated with below-target returns
no DOI — not checkedEconomical capital allocation derived from risk measures
no DOI — not checkedRules for ordering uncertain prospects
no DOI — not checkedKappa: A generalized downside risk-adjusted performance measure
no DOI — not checkedOmega as performance measure
no DOI — not checkedA universal performance measure
no DOI — not checkedThe evolution of portfolio insurance
no DOI — not checkedref50
no DOI — not checkedref53
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