On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)
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- Philippe Bertrand & Jean-Luc Prigent, 2015. "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)," Post-Print hal-01833074, HAL.
- Philippe Bertrand & Jean-luc Prigent, 2014. "On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)," Working Papers 2014-348, Department of Research, Ipag Business School.
References listed on IDEAS
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- Bertrand, Philippe & Prigent, Jean-luc, 2019.
"On the optimality of path-dependent structured funds: The cost of standardization,"
European Journal of Operational Research, Elsevier, vol. 277(1), pages 333-350.
- Philippe Bertrand & Jean-Luc Prigent, 2019. "On the optimality of path-dependent structured funds: The cost of standardization," Post-Print hal-02492961, HAL.
More about this item
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- D03 - Microeconomics - - General - - - Behavioral Microeconomics: Underlying Principles
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