Equilibrium of financial derivative markets under portfolio insurance constraints
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DOI: 10.1016/j.econmod.2014.10.009
Note: View the original document on HAL open archive server: https://hal-amu.archives-ouvertes.fr/hal-01833070
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Other versions of this item:
- Bertrand, Philippe & Prigent, Jean-luc, 2016. "Equilibrium of financial derivative markets under portfolio insurance constraints," Economic Modelling, Elsevier, vol. 52(PA), pages 278-291.
References listed on IDEAS
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Cited by:
- Nie, Pu-yan & Wang, Chan & Chen, Zi-yue & Chen, You-hua, 2018. "A theoretic analysis of key person insurance," Economic Modelling, Elsevier, vol. 71(C), pages 272-278.
- Raquel M. Gaspar & Paulo M. Silva, 2019. "Investors’ Perspective on Portfolio InsuranceExpected Utility vs Prospect Theories," Working Papers REM 2019/92, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
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