A general equilibrium model of portfolio insurance
Year of publication: |
1995
|
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Authors: | Başak, Suleyman |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 8.1995, 4, p. 1059-1090
|
Subject: | Portfolio-Management | Portfolio selection | Börsenkurs | Share price | Volatilität | Volatility | Risikoprämie | Risk premium | Theorie | Theory |
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