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Equilibrium of Financial Derivative Markets under Portfolio Insurance Constraints
Bertrand, Philippe; Prigent, Jean-luc - Institut de Préparation à l'Administration et à la … - 2014
This paper examines the equilibrium of financial portfolios under insurance
Persistent link: https://www.econbiz.de/10010782096
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On Path-Dependent Structured Funds: Complexity Does Not Always Pay (Asian versus Average Performance Funds)
Bertrand, Philippe; Prigent, Jean-luc - Institut de Préparation à l'Administration et à la … - 2014
As emphasized by the U.S. Dodd-Frank Act and the European MiFID directive, financial institu-
Persistent link: https://www.econbiz.de/10010782100