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Investors' Perpective on Portfolio Insurance - Expected Utility vs Prospect Theories

https://doi.org/10.2139/ssrn.3173539
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45/45 checkable references clean · checked 2026-08-20

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.

29 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 45 checked references that resolve
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Performance evaluation of portfolio insurance strategies using stochastic dominance criteria
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resolves10.1111/j.1540-6261.1985.tb02386.x
On the Optimality of Portfolio Insurance
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Equilibrium of financial derivative markets under portfolio insurance constraints
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resolves10.1016/0165-1889(92)90043-E
Theory of constant proportion portfolio insurance
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The Pricing of Options and Corporate Liabilities
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Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
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Dynamic proportion portfolio insurance using genetic programming with principal component analysis☆
resolves10.1007/BF02283525
Axiomatic utility theories with the betweenness property
resolves10.1080/00036846.2016.1231910
Estimation of relative risk aversion across time
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An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
resolves10.1007/s10258-017-0133-1
One-period pricing strategy of ‘money doctors’ under cumulative prospect theory
resolves10.1016/j.jbankfin.2010.11.012
Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products
resolves10.1080/1351847X.2015.1029590
A bootstrap-based comparison of portfolio insurance strategies
resolves10.1111/1467-629X.00078
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resolves10.1002/fut.10125
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On the Shape of the Probability Weighting Function
resolves10.2307/2938223
A Theory of Disappointment Aversion
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The payoff distribution model: an application to dynamic portfolio insurance
resolves10.2307/1914185
Prospect Theory: An Analysis of Decision under Risk
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Option Pricing and Replication with Transactions Costs
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On the Stochastic Dominance of Portfolio Insurance Strategies
resolves10.2307/1925963
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resolves10.1016/0167-2681(87)90027-8
Some remarks on Quiggin's anticipated utility
resolves10.1007/BF02283529
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resolves10.3905/jpm.1994.409501
The Sharpe Ratio
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The 29 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedBounds to the coefficient of relative risk aversion
no DOI — not checkedComparing portfolio insurance strategies
no DOI — not checkedref13
no DOI — not checkedAlpha-nu choice theory: an axiomatization of expected utility, working paper, University of British Columbia Chew SH (1983) A generalization of the quasilinear mean with applications to the measurement of income inequality and decision theory resolving the allais paradox
no DOI — not checkedPortfolio insurance-a comparison of naive versus popular strategies
no DOI — not checkedref26
no DOI — not checkedThe demand for risky assets
no DOI — not checkedref29
no DOI — not checkedWhat you need to know about constant relative risk aversion
no DOI — not checkedPortfolio insurance strategies: Review of theory and empirical studies
no DOI — not checkedPortfolio insurance strategies
no DOI — not checkedref38
no DOI — not checkedPortfolio insurance in the long term asset management
no DOI — not checkedThe evolution of portfolio insurance
no DOI — not checkedApproximating expected utility by a function of mean and variance
no DOI — not checkedPortfolio selection
no DOI — not checkedref49
no DOI — not checkedRecent developments into portfolio insurance
no DOI — not checkedDynamic strategies for asset allocation
no DOI — not checkedCppi with cushion insurance, tHEMA University of Cergy-Pontoise working paper Quiggin J (1982) A theory of anticipated utility
no DOI — not checkedThe real world pitfalls of portfolio insurance
no DOI — not checkedAdd portfolio insurance just in case of market crash in 2016
no DOI — not checkedSt. petersburg paradoxes: Defanged, dissected, and historically described
no DOI — not checkedA stock market panic like 1987 could happen again
no DOI — not checkedPortfolio insurance strategies: friend or foe?
no DOI — not checkedWhere are the risks?
no DOI — not checkedWhy is portfolio insurance attractive to investors?, available at SSRN Wasik JF (2015) For investors, 'portfolio insurance' against market declines
no DOI — not checkedRise in new form of 'portfolio insurance' sparks fears
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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