Portfolio insurers and constant weight traders: who will survive?
研究了投资组合保险策略和恒定权重策略在不同风险资产预期对数收益率下的生存情况，发现低预期时两者均能存活，高预期时在不同路径上各自占优。
Both portfolio insurers and constant weight traders investment strategies survive for low expected log returns of risky assets and dominate on different paths for high expected log returns