Constant proportion portfolio insurance in presence of jumps in asset prices

Rama Cont, Peter Tankov

DOI: 10.1111/j.1467-9965.2009.00377.x
Published: 2009
Container: Mathematical Finance
Publisher: Not recorded
Open access: no

Credibility signals

limited evidence Score 43/100 under policy 1.0.0. This is a metadata assessment, not a judgment of the paper's conclusions.

Show all credibility signals

cautionDOI registered: No matching Crossref record was present in this response. Source: Crossref; license: CC0 metadata
cautionDOI resolves: No matching Crossref record was present in this response. Source: Crossref; license: CC0 metadata
not scoredDirectory of Open Access Journals: No matching DOAJ record was present in this response. No allow-list match; this is not evidence of low credibility. Source: DOAJ; license: CC0
not scoredMEDLINE indexed: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredOpenAlex core source: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredKnown publisher allow-list: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredROR affiliation: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredRetraction Watch retraction: No retraction notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredRetraction Watch expression of concern: No expression of concern notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredRetraction Watch correction: No correction notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredRetraction Watch reinstatement: No reinstatement notice matched this DOI in the deployed snapshot. No matching event found; coverage may be incomplete. Source: Retraction Watch; license: CC BY 4.0
not scoredOpen access status: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredPublication license: Not checked or no result supplied; no credibility inference made. Source: No authority result supplied; license: Unknown
not scoredPublication version: A publication version was supplied but is not scored. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer
cautionMetadata completeness: 5 of 6 scored descriptive metadata groups are present; missing fields increase uncertainty. Source: Normalized work metadata; license: Caller-provided; provenance license not supplied to scorer

Cite this work

BibTeX

@article{allodium:10.1111/j.1467-9965.2009.00377.x,
  title = {Constant proportion portfolio insurance in presence of jumps in asset prices},
  author = {Rama Cont and Peter Tankov},
  year = {2009},
  journal = {Mathematical Finance},
  doi = {10.1111/j.1467-9965.2009.00377.x},
  url = {https://doi.org/10.1111/j.1467-9965.2009.00377.x}
}

RIS

TY  - JOUR
TI  - Constant proportion portfolio insurance in presence of jumps in asset prices
AU  - Rama Cont
AU  - Peter Tankov
PY  - 2009
JO  - Mathematical Finance
DO  - 10.1111/j.1467-9965.2009.00377.x
UR  - https://doi.org/10.1111/j.1467-9965.2009.00377.x
ER  -

APA

Cont, R., & Tankov, P. (2009). Constant proportion portfolio insurance in presence of jumps in asset prices. Mathematical Finance. https://doi.org/10.1111/j.1467-9965.2009.00377.x

Source records

hal · retrieved 2026-09-26T06:31:50.018Z