Portfolio insurance strategies : OBPI versus CPPI
Philippe Bertrand, Jean-Luc Prigent
Year of publication: |
2005
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Authors: | Bertrand, Philippe ; Prigent, Jean-Luc |
Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 0752-6180, ZDB-ID 6147963. - Vol. 26.2005, 1, p. 5-32
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Saved in:
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