Option-Based performance participation
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DOI: 10.1016/j.jbankfin.2019.05.009
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- Rudi Zagst & Julia Kraus & Philippe Bertrand, 2019. "Option-Based performance participation," Post-Print hal-02142054, HAL.
References listed on IDEAS
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Keywords
Investment strategies; Performance participation; OBPP; Portfolio insurance; OBPI; Stochastic dominance; Design of dominating strategies;Statistics
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