Items where Author is "Khuman, Anil"
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Khuman, Anil and Phelps, Steve and Constantinou, Nick (2012) Constant Proportion Portfolio Insurance Strategies under Cumulative Prospect Theory with Reference Point Adaptation. Working Paper. EBS Working Papers, Colchester.
Constantinou, Nick and Khuman, Anil (2009) How does CPPI perform against the simplest guarantee strategies? Working Paper. Finance Discussion Papers, Colchester.