Underestimation of portfolio insurance and the crash of October 1987
Charles J. Jacklin ; Allan W. Kleidon ; Paul Pfleiderer
| Year of publication: |
1992
|
|---|---|
| Authors: | Jacklin, Charles J. |
| Other Persons: | Kleidon, Allan William (contributor) ; Pfleiderer, Paul (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 5.1992, 1, p. 35-63
|
| Subject: | Portfolio-Management | Portfolio selection | Hedging | Finanzkrise | Financial crisis | Theorie | Theory | 1987 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001119828