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Stratégies d'investissement en actions et fonds à capital garanti Author info | Abstract | Publisher info | Download info | Related research | Statistics GILLET, Roland
Nagot, Isabelle
SZAFARZ, Ariane
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Paper provided by ULB -- Universite Libre de Bruxelles in its series ULB Institutional Repository with number
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Length: 24 p.
Date of creation: May 2006Date of revision:
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Brennan, Michael J. & Schwartz, Eduardo S., 1976.
"The pricing of equity-linked life insurance policies with an asset value guarantee ,"
Journal of Financial Economics ,
Elsevier, vol. 3(3), pages 195-213, June.
[Downloadable!] (restricted)
Basak, Suleyman, 2002.
"A comparative study of portfolio insurance ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 26(7-8), pages 1217-1241, July.
[Downloadable!] (restricted)
Grossman, Sanford J & Vila, Jean-Luc, 1989.
"Portfolio Insurance in Complete Markets: A Note ,"
Journal of Business ,
University of Chicago Press, vol. 62(4), pages 473-76, October.
[Downloadable!] (restricted)
Other versions: Black, Fischer & Perold, AndreF., 1992.
"Theory of constant proportion portfolio insurance ,"
Journal of Economic Dynamics and Control ,
Elsevier, vol. 16(3-4), pages 403-426.
[Downloadable!] (restricted)
Blake, David, 1996.
"Efficiency, Risk Aversion and Portfolio Insurance: An Analysis of Financial Asset Portfolios Held by Investors in the United Kingdom ,"
Economic Journal ,
Royal Economic Society, vol. 106(438), pages 1175-92, September.
[Downloadable!] (restricted)
Hayne E. Leland., 1979.
"Who Should Buy Portfolio Insurance? ,"
Research Program in Finance Working Papers
95, University of California at Berkeley.
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