Structured Products with Dynamic Asset Allocation and Systematic Strategies

Raymond H. Chan, Yves ZY. Guo, Spike T. Lee and Xun Li
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Raymond H. Chan: City University of Hong Kong
Yves ZY. Guo: BNP Paribas CIB
Spike T. Lee: The Chinese University of Hong Kong
Xun Li: The Hong Kong Polytechnic University

Chapter Chapter 32 in Financial Mathematics, Derivatives and Structured Products, 2024, pp 427-440 from Springer

Abstract: Abstract The structured solutions presented so far are mostly option-based payoffs on traditional asset classes. In this chapter, we introduce the structured solutions involving non-option based techniques to provide protection and systematic investment strategies as underlier.

Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-99-9534-9_32

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DOI: 10.1007/978-981-99-9534-9_32

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