Theoretical Foundations of Constant-Proportion Portfolio Insurance
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Bibliographic InfoPaper provided by University of Sydney, School of Economics in its series Working Papers with number 116.
Date of creation: Oct 1988
Date of revision:
Other versions of this item:
- Kingston, Geoffrey, 1989. "Theoretical foundations of constant-proportion portfolio insurance," Economics Letters, Elsevier, vol. 29(4), pages 345-347.
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- Stephen Satchell & Susan Thorp, 2007.
"Scenario Analysis with Recursive Utility: Dynamic Consumption Plans for Charitable Endowments,"
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- 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.
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"A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies,"
- Benjamin Hamidi & Bertrand Maillet & Jean-Luc Prigent, 2014. "A Dynamic AutoRegressive Expectile for Time-Invariant Portfolio Protection Strategies," Working Papers 2014-131, Department of Research, Ipag Business School.
- 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.
- repec:hal:journl:halshs-00389773 is not listed on IDEAS
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