Omega performance measure and portfolio insurance
| Year of publication: |
2011
|
|---|---|
| Authors: | Bertrand, Philippe ; Prigent, Jean-luc |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 35.2011, 7, p. 1811-1824
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