Theoretical foundations of constant-proportion portfolio insurance
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Bibliographic Info
Article provided by Elsevier in its journal Economics Letters.
Volume (Year): 29 (1989)
Issue (Month): 4 ()
Pages: 345-347
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Web page: http://www.elsevier.com/locate/ecolet
Related research
Keywords: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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Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- 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.
- repec:hal:journl:halshs-00389773 is not listed on IDEAS
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