On the Optimality of Portfolio Insurance
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 40 (1985)
Issue (Month): 5 (December)
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- Bertrand, Philippe & Prigent, Jean-luc, 2011. "Omega performance measure and portfolio insurance," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1811-1823, July.
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