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.
The 45 checked references that resolve
resolves10.1086/260062The Pricing of Options and Corporate Liabilities
resolves10.1016/S0165-1889(02)00052-0Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation
resolves10.1016/j.eswa.2007.06.030Dynamic proportion portfolio insurance using genetic programming with principal component analysis☆
resolves10.1016/j.jbankfin.2010.11.012Portfolio insurance and prospect theory investors: Popularity and optimal design of capital protected financial products
resolves10.1002/fut.10125Do futures‐based strategies enhance dynamic portfolio insurance?
resolves10.1086/261141Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
resolves10.2307/2232669Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty
resolves10.1007/BF00122574Advances in prospect theory: Cumulative representation of uncertainty
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
checked 2026-08-20 — re-checked daily as this page is visited;
titles and statuses come from Crossref and DataCite and are not part of the signed record
Both snippets point at the live badge image and link back to this page. The
badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.