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, 2007.
"Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments,"
Research Paper Series
209, Quantitative Finance Research Centre, University of Technology, Sydney.
- Stephen Satchell & Susan Thorp, 2008. "Scenario Analysis With Recursive Utility: Dynamic Consumption Plans For Charitable Endowments," CAMA Working Papers 2008-03, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- 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.
- Christophe Boucher & Gregory Jannin & Patrick Kouontchou & Bertrand Maillet, 2013.
"An Economic Evaluation of Model Risk in Long-term Asset Allocations,"
Review of International Economics,
Wiley Blackwell, vol. 21(3), pages 475-491, 08.
- Christophe Boucher & Gregory Jannin & Bertrand Maillet & Patrick Kouontchou, 2013. "An Economic Evaluation of Model Risk in Long-term Asset Allocations," Working Papers halshs-00825303, HAL.
- repec:hal:journl:halshs-00389773 is not listed on IDEAS
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