On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)

As emphasized by the U.S. Dodd-Frank Act and the European MiFID directive, financial institu-

Year of publication:	2014-06-16
Authors:	Bertrand, Philippe ; Prigent, Jean-luc
Institutions:	Institut de Préparation à l'Administration et à la Gestion (IPAG)
Subject:	Structured financial products \| portfolio insurance \| Asian options \| average of calls \| Kappa measures

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Extent:	application/pdf
Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 2014-348 28 pages
Classification:	G11 - Portfolio Choice ; G13 - Contingent Pricing; Futures Pricing ; G21 - Banks; Other Depository Institutions; Mortgages ; D03 - Behavioral Economics; Underlying Principles
Source:	RePEc - Research Papers in Economics

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