Portfolio insurance : the extreme value approach to the CPPI method
Year of publication: |
2002
|
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Authors: | Bertrand, Philippe ; Prigent, Jean-Luc |
Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 23.2002, 2, p. 69-86
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory |
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