This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
Theory of constant proportion portfolio insurance Author info | Abstract | Publisher info | Download info | Related research | Statistics Black, Fischer
Perold, AndreF.
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Economic Dynamics and Control .
Volume (Year): 16 (1992)
Issue (Month): 3-4 ()
Pages: 403-426
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:dyncon:v:16:y:1992:i:3-4:p:403-426Contact details of provider: Web page: http://www.elsevier.com/locate/jedc
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
André de Palma & Jean-Luc Prigent, 2007.
"Hedging global environment risks: An option based portfolio insurance ,"
THEMA Working Papers
2007-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Nir, A., 2004.
"A behavioral model of consumption patterns : the effects of cognitive dissonance and conformity ,"
Discussion Paper
48, Tilburg University, Center for Economic Research.
[Downloadable!]
Peter Vlaar, 2005.
"Defined Benefit Pension Plans and Regulation ,"
DNB Working Papers
063, Netherlands Central Bank, Research Department.
[Downloadable!]
Koichi Matsumoto, 2007.
"Portfolio Insurance with Liquidity Risk ,"
Asia-Pacific Financial Markets ,
Springer, vol. 14(4), pages 363-386, December.
[Downloadable!] (restricted)
Roland Gillet & Robert Goffin & Isabelle Nagot & Ariane Szafarz, 2006.
"Stratégies d'investissement en actions et fonds à capital garanti ,"
Working Papers CEB
06-008.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB).
[Downloadable!]
Other versions: P. Bertrand & J.L. Prigent, 2000.
"Portfolio Insurance : The extreme Value of the CCPI Method ,"
THEMA Working Papers
2000-49, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
[Downloadable!]
Baosheng Yuan & Kan Chen, 2006.
"Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations ,"
Journal of Economic Interaction and Coordination ,
Springer, vol. 1(2), pages 189-214, November.
[Downloadable!] (restricted)
Josh Lerner, 2000.
"Where Does State Street Lead? A First Look at Finance Patents, 1971-2000 ,"
NBER Working Papers
7918, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions:
Access and
download statistics Did you know? RePEc and its associated services are free for contributors and users, and do not accept any advertising.
This page was last updated on 2009-11-8.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .