Theoretical foundations of constant-proportion portfolio insurance
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 29 (1989)
Issue (Month): 4 ()
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Web page: http://www.elsevier.com/locate/ecolet
Other versions of this item:
- Kingston, Geoffrey, 1988. "Theoretical Foundations of Constant-Proportion Portfolio Insurance," Working Papers 116, University of Sydney, School of Economics.
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- Stephen Satchell & Susan Thorp, 2008.
"Scenario Analysis With Recursive Utility: Dynamic Consumption Plans For Charitable Endowments,"
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- Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009. "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Post-Print halshs-00389773, HAL.
- Binh Huu Do, 2002. "Relative performance of dynamic portfolio insurance strategies: Australian evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 42(3), pages 279-296.
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