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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- 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.
- Benjamin Hamidi & Emmanuel Jurczenko & Bertrand Maillet, 2009. "D'un multiple conditionnel en assurance de portefeuille : CAViaR pour les gestionnaires ?," Post-Print halshs-00389773, HAL.
- Christophe Boucher & Gregory Jannin & Bertrand Maillet & Patrick Kouontchou, 2013.
"An Economic Evaluation of Model Risk in Long-term Asset Allocations,"
- 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.
- 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.
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